[R] outer join of xts's
murdoch@dunc@n @end|ng |rom gm@||@com
Thu Jan 2 19:29:20 CET 2020
On 02/01/2020 9:31 a.m., Eric Berger wrote:
> Hi Gabor,
> This is great, thanks. It brought the time down to about 4 seconds.
> The command
> also works in this case.
> Suppose that instead of the default "outer" join I wanted to use, say, a
> "left" join.
> Is that possible? I tried a few ways of adding the
> parameter to the do.call() command but I could not get the syntax to work
> (assuming it's even possible).
This should work:
do.call("merge", c(L, join = "left"))
The second argument to do.call is a list which becomes the arguments to
the function being called. Your time series should be unnamed entries
in the list, while other arguments to merge() should be named.
> On Thu, Jan 2, 2020 at 3:23 PM Gabor Grothendieck <ggrothendieck using gmail.com>
>> 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:
>>> 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]]
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>>> PLEASE do read the posting guide
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>> Statistics & Software Consulting
>> GKX Group, GKX Associates Inc.
>> tel: 1-877-GKX-GROUP
>> email: ggrothendieck at gmail.com
> [[alternative HTML version deleted]]
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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