[R-SIG-Finance] recommended zoo merge for multiple objects

Brian G. Peterson brian at braverock.com
Fri Oct 9 19:46:05 CEST 2009


zubin wrote:
> Hello, i have about 20 objects, each object is a zoo object, a ticker 
> symbol. 
>
> I am using merge.zoo to merge 2 objects successfully and using return 
> class to create a data frame.  However it looks like merge.zoo can only 
> handle 2 objects.  What's the recommended approach to merge multiple zoo 
> objects by the time index into a data frame?
>
> example of 2 objects:
>
> df <- merge.zoo(XLF,SPY,all=TRUE, retclass="data.frame")
> where XLF and SPY are zoo objects.
>
>   
Use cbind with xts.  xts extends zoo, and should be preferred for 
financial time series.

Regards,

  - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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