abu3ammar at gmail.com
Tue Nov 30 22:38:24 CET 2004
I want to merge two timeSeries (union) and get a resulting timeSeries.
using union or merge I got a data.frame and when I tried to convert it
to timeSeries the data was corrupt. Is there a more straight forward
way to take two timeSeries and merege them for a resulting timeSeries
of the union of both?
On Thu, 25 Nov 2004 03:50:28 +0000 (UTC), Gabor Grothendieck
<ggrothendieck at myway.com> wrote:
> Yasser El-Zein <abu3ammar <at> gmail.com> writes:
> : Is there a function in R that is equivalent to S-PLUS's
> : seriesMerge(x1, x2, pos="union")
> : where x1, and x2 are of class timeSeries
> : seriesMerge is in S-PLUS's finmetrics. I looked into R's mergeSeries
> : (in fSeries part of Rmetrics) but I could not make it behave quite the
> : same. In R it expected a timeSeries object and a matrix of the same
> : row count. In S-PLUS when using the union option both objects can be
> : of different lengths.
> merge.zoo in package zoo handles union, intersection, left
> and right join of unequal length time series according to the
> setting of the all= argument. zoo can also work with chron dates
> and times which would allow you to work with your millisecond data
> and can also merge more than two series at a time. (The its
> package (see ?itsJoin) and for regular time series, cbind.ts, also
> support merging unequal length series but neither of these support
> chron which I gather is a requirement for you.)
> eg. zoo example.
> In the following x has length 8 and y has length 6 and
> they overlap for chron(5:8). chron(1:4) only belongs
> to x and chron(9:10) only belongs to y.
> x <- zoo(1:8, chron(1:8))
> y <- zoo(5:10, chron(5:10))
> merge(x,y) # union
> merge(x,y,all=FALSE) # intersection
> merge(x,y,all=c(FALSE, TRUE)) # right join
> merge(x,y,all=c(TRUE, FALSE)) # left join
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