[R] outer join of xts's

Gabor Grothendieck ggrothend|eck @end|ng |rom gm@||@com
Thu Jan 2 14:22:25 CET 2020

You don't need Reduce as xts already supports mutliway merges.  This
perfroms one
multiway merge rather than  k-1 two way merges.

    do.call("merge", L)

On Thu, Jan 2, 2020 at 6:13 AM Eric Berger <ericjberger using gmail.com> wrote:
> Hi,
> 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?
> Thanks,
> Eric
>         [[alternative HTML version deleted]]
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