[R] cbind'ing multivariate ts objects

[Андрей Парамонов]

2008/6/15 jim holtman <jholtman at gmail.com>:
> Is this what you want:
>
>> t <- ts(data.frame(a = 10:20, b = 20:30, c = 30:40, d = 40:50))
>> t1 <- t[, c('a', 'b')]
>> t2 <- t[, c('c', 'd')]
>>
>> colnames(t1)
> [1] "a" "b"
>>
>> colnames(t2)
> [1] "c" "d"
>>
>> x <- cbind(t1, t2)
>> colnames(x)
> [1] "t1.a" "t1.b" "t2.c" "t2.d"
>> colnames(x) <- sub("^.*\\.", "", colnames(x))
>> x
> Time Series:
> Start = 1
> End = 11
> Frequency = 1
>    a  b  c  d
>  1 10 20 30 40
>  2 11 21 31 41
>  3 12 22 32 42
>  4 13 23 33 43
>  5 14 24 34 44
>  6 15 25 35 45
>  7 16 26 36 46
>  8 17 27 37 47
>

Not really. This is just a workaround, which doesn't work always work:

> t <- ts(data.frame('a.a' = 10:20, b = 20:30, c = 30:40, d = 40:50))
> t1 <- t[, c('a.a', 'b')]
> t2 <- t[, c('c', 'd')]
> colnames(t1)
[1] "a.a" "b"
> colnames(t2)
[1] "c" "d"
> s <- cbind(t1, t2)
> colnames(s)
[1] "t1.a.a" "t1.b"   "t2.c"   "t2.d"
> sub("^.*\\.", "", colnames(s))
[1] "a" "b" "c" "d"

I have found that zoo's merge() does exactly what I want. Should I
stick to zoo library or there is some equivalent of zoo's merge() for
ts objects?

Thanks,
Andrey Paramonov