The first version of the interface to ztsdb,
rztsdb, has an unsatisfactory
interface to R. Times in ztsdb are implemented as 64-bit integers with
nanosecond precision, but they are mapped to POSIXct
thus imposing a
potential precision loss. Also, ztsdb has a rich representation of
time (e.g. intervals, periods, durations) and these new temporal types
had no correspondence in R.
To bring a remedy to this state of affairs, the
nanotime
package is being enhanced with these new types. Additionally, a new
package, dtts.utils is being
developed that provides functionality for time-series with nanotime
index. These time-series are not a new type, but they are simply
data.table
instances whose first column is a nanotime
vector. It
is thus now possible to leverage the full power of data.table
.
rztsdb
is currently being modified to incorporate all these
changes so that ztsdb will have the tight integration with R that was
initially imagined.