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Interval type with nanosecond precision for R

Thanks to the package nanotime R now has vector of time points with nanosecond precision. nanoival is an interval type that allows complex subsetting into such a vector of time, for example to keep only specific portions of a time point vector.

The goal - not yet implemented - is to use nanoival to subset time-series data.table objects.

Creating a nanoival, with the start time included ('+') and the end time excluded ('-')

as.nanoival("+2012-03-01T21:21:00.000000001+00:00->2015-01-01T21:22:00.000000999+04:00-")

a nanoival can also be created with a pair of nanotime objects, a start and an end, and optionally two logicals determining if the interval start(end) are open or closed; by default the start is closed and end is open:

start <- nanotime("2012-03-01T21:21:00.000000001+00:00")
end <- nanotime("2013-03-01T21:21:00.000000001+00:00")
nanoival(start, end)

a vector of nanotime can be subsetted by an interval:

fmt <- "%Y-%m-%d %H:%M:%S"
one_second <- 1e9
a <- seq(nanotime("2012-12-12 12:12:12", fmt), length.out=10, by=one_second)
idx <- c(as.nanoival("-2012-12-12 12:12:10 -> 2012-12-12 12:12:14-", fmt),
         as.nanoival("+2012-12-12 12:12:18 -> 2012-12-12 12:12:20+", fmt))
a[idx]

nanoival also has the set operations union, intersect, setdiff. All are defined for two nanoival arguments, and additionally intersect and setdiff can have the first argument as a nanotime and the result is then a nanotime instead of an nanoival.

a <- seq(nanotime("2012-12-12 12:12:12", fmt), length.out=10, by=one_second)
i <- as.nanoival("-2012-12-12 12:12:14 -> 2012-12-12 12:12:18-", fmt)
setdiff(a, i)

i1 <- as.nanoival("+2012-12-12 12:12:14 -> 2012-12-12 12:12:17-", fmt)
i2 <- as.nanoival("+2012-12-12 12:12:16 -> 2012-12-12 12:12:18-", fmt)
union(i1, i2)

Finally, intersect.idx which gives back the indices of the intersection is defined.

a <- seq(nanotime("2012-12-12 12:12:12"), length.out=10, by=one_second)
idx <- as.nanoival("+2012-12-12 12:12:14 -> 2012-12-12 12:12:19+")
intersect.idx(a, idx)
## which gives back:
## $x
## [1] 3 4 5 6 7 8
## 
## $y
## [1] 1 1 1 1 1 1
                                                                             

union.idx and setdiff.idx will be implemented in the future.

The package is in the very early stages and is largely untested.

See the issue tickets for an up to date list of potentially desirable, possibly planned, or at least discussed items.

remotes::install_github("lsilvest/nanoival")

Leonardo Silvestri

GPL (>= 2)