[R-SIG-Finance] merging a list of xts objects

[Jeff Ryan]

As L is now a list, you lose the xts dispatch.

Try:

do.call("merge",L)
           X1.1 X1.2 X1.3 X1.4 X2.1 X2.2 X2.3 X2.4 X3.1 X3.2 X3.3 X3.4
2009-10-19    1    1    1    1    2    2    2    2    3    3    3    3
2009-10-20    1    1    1    1    2    2    2    2    3    3    3    3
2009-10-21    1    1    1    1    2    2    2    2    3    3    3    3
2009-10-22    1    1    1    1    2    2    2    2    3    3    3    3
2009-10-23    1    1    1    1    2    2    2    2    3    3    3    3
2009-10-24    1    1    1    1    2    2    2    2    3    3    3    3
2009-10-25    1    1    1    1    2    2    2    2    3    3    3    3
2009-10-26    1    1    1    1    2    2    2    2    3    3    3    3
2009-10-27    1    1    1    1    2    2    2    2    3    3    3    3
2009-10-28    1    1    1    1    2    2    2    2    3    3    3    3

HTH
Jeff

On Thu, Oct 29, 2009 at 8:46 PM, Jiri Hoogland <jiri.hoogland at gmail.com> wrote:
> Hi,
> i thought this should be pretty trivial, but i am missing something here
> Why can't  I merge a list L of xts objects (all even with the same index)
> Thanks,
> Jiri
>
> # code
> library(xts)
>
> random.xts <- function(x0=1.0,n=100,k=10,c="A",rnd=F) {
>  n.c <- length(c)*k
>  if (rnd)
>    x <- matrix(rnorm(n*n.c,x0,1),n,n.c)
>  else
>    x <- matrix(x0,n,n.c)
>
>  t <- Sys.Date() - (1:n) -1
>  x <- xts(x,t)
>  colnames(x) <- paste(c,1:n.c,sep=".")
>  return(x)
> }
>
> test <- function(n=10,k=4,c=3) {
>  lapply(c(1:c),function(x) random.xts(x,n,k,paste(x)))
> }
>
> L <- test()
> merge(L)
>
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>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com