[R-SIG-Finance] How do I intersecttwo time series?

Brian G. Peterson brian at braverock.com
Mon Jan 23 15:25:01 CET 2012


On Mon, 2012-01-23 at 08:06 -0600, Michael wrote:
> I have two xts objects...and they have coulmns with the same names.ie
> their column represent the same variables.
> 
> The only difference is that the values in the rows may be different.
> At
> precisely the same timestamps the observations can be exactly the
> same.
> 
> How do I find the intersection of these two time series ie the rows
> where
> the observations are identical including the time stamps?
> 
> How do I find intersection where a few specified coulmns are identical
> including the time stamps?
> 
> Thanks a lot! 

?merge

?ifelse

merge is amply covered in the xts documentation, and ifelse is covered
in many write-ups on vectorized operations in R.



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