[R] outer join of xts's

Eric Berger er|cjberger @end|ng |rom gm@||@com
Thu Jan 2 12:12:50 CET 2020

I have a list L of about 2,600 xts's.
Each xts has a single numeric column. About 90% of the xts's have
approximately 500 rows, and the rest have fewer than 500 rows.
I create a single xts using the command

myXts <- Reduce( merge.xts, L )

By default, merge.xts() does an outer join (which is what I want).

The command takes about 80 seconds to complete.
I have plenty of RAM on my computer.

Are there faster ways to accomplish this task?


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