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

[R. Michael Weylandt]

The OP's confusion might also stem from the fact that

?merge

doesn't actually lead to

 ?merge.xts

which would have been much more helpful here.

I think it's a suboptimal consequence of method dispatch that there
are no pointers to documented methods...I'll try to work up a small
patch to `?` and put it on Rd to see if it gets any traction.

Perhaps something like

> ?merge # pops up merge's help page, but also cat()s
There are documented methods for:
merge.xts
merge.dendrogram
merge.zoo
You may wish to check these as well.

Or something like that. Feel free to send me thoughts off-list

Michael

On Tue, Jan 24, 2012 at 10:10 AM, G See <gsee000 at gmail.com> wrote:
> Well, it was just a guess since it seemed as if you didn't try it.
> Maybe next time you could show us what you tried and why it didn't do
> what you wanted.  Then, provide a sample dataset and desired outcome.
> Those types of questions are much easier for us to answer, which is
> why it is suggested here: http://www.r-project.org/posting-guide.html
>
> Thanks for your understanding,
> Garrett
>
> On Tue, Jan 24, 2012 at 8:55 AM, Michael <comtech.usa at gmail.com> wrote:
>> Hi G See,
>>
>> Thanks but I have been watching "?merge" hundreds of times...
>>
>> It's very terse and there are lots of hidden tricks...
>>
>> Thanks a lot any way!
>>
>> And thanks a lot for all the help folks!
>>
>> On Tue, Jan 24, 2012 at 2:53 AM, G See <gsee000 at gmail.com> wrote:
>>>
>>> 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.
>>> >>
>>> >> _______________________________________________
>>> >>
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>>> >>
>>> >
>>> >        [[alternative HTML version deleted]]
>>> >
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>
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