[R] outer join of xts's
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?
[[alternative HTML version deleted]]
More information about the R-help