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

[G See]

Michael,

Maybe you do not realize that when someone writes a word with a
question mark in front of it, it means that you should look at the
help page for that function.  For example, if you type "?merge" in an
R terminal (without the quotes) it will open the help page for that
function.  Another option is to type help(merge)

Hope this makes it easier for you to find answers in the future,
Garrett

On Mon, Jan 23, 2012 at 5:53 PM, Michael <comtech.usa at gmail.com> wrote:
> Oh I forgot one thing:
>
> xts_one and xts_two are not neccessarily the same length...
>
> In effect, I was looking for a time series set-operation "intersect"....
>
> Thank you!
>
> On Mon, Jan 23, 2012 at 12:35 PM, Jun Zhu <junzhu98 at yahoo.com> wrote:
>
>>   Assume you are testing the first column
>>
>> l_result <- ifelse(l_xts_one[,1] == l_xts_two[,1], l_xts_one[,1],NA)
>>
>>
>>
>>
>> --- On *Mon, 1/23/12, Brian G. Peterson <brian at braverock.com>* wrote:
>>
>>
>> From: Brian G. Peterson <brian at braverock.com>
>> Subject: Re: [R-SIG-Finance] How do I intersecttwo time series?
>> To: "Michael" <comtech.usa at gmail.com>
>> Cc: "r-sig-finance" <r-sig-finance at stat.math.ethz.ch>
>> Date: Monday, January 23, 2012, 8:25 AM
>>
>>   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.
>>
>> _______________________________________________
>> R-SIG-Finance at r-project.org<http://mc/compose?to=R-SIG-Finance@r-project.org>mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>>
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.