[R-SIG-Finance] merge.xts problem

[Joshua Ulrich]

Nikos,

Thank you for the reproducible example.  This issue was fixed on
R-Forge as of revision 768.

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com

R/Finance 2013: Applied Finance with R  | www.RinFinance.com


On Thu, Feb 14, 2013 at 1:58 PM, Nikos Rachmanis
<nikos.rachmanis at gmail.com> wrote:
> Hi Joshua,
>
> I did some additional research and found that the command below, which tries
> to shift the index by 3 days, creates a problem and does not allow to the 2
> datasets to be combined.
> #shift the index
> index(weekly)<-index(weekly)+3
>
> This used to work in the previous version but not anymore.
>
> Attached you will find the datasets and r code.
>
> Nikos
>
>
>
>
> On 2/13/2013 6:55 AM, Joshua Ulrich wrote:
>>
>> Nikos,
>>
>> Please provide a minimal reproducible example.  For examples of how to
>> do this, see:
>> http://stackoverflow.com/q/5963269/271616
>>
>> Best,
>> --
>> Joshua Ulrich  |  about.me/joshuaulrich
>> FOSS Trading  |  www.fosstrading.com
>>
>> R/Finance 2013: Applied Finance with R  | www.RinFinance.com
>>
>>
>> On Tue, Feb 12, 2013 at 11:34 PM, Nikos Rachmanis
>> <nikos.rachmanis at gmail.com> wrote:
>>>
>>> Hi all,
>>>
>>> Just wondering if someone has come across this problem with the
>>> merge.xts function after updating from 0.8-6 to 0.9-3 version.
>>>
>>> I am trying to merge 2 xts objects one with daily observations and
>>> another one with weekly.
>>>
>>> With the older packet and the following command:
>>>
>>> tradedata<-merge.xts(timeseries.daily,timeseries.daily,join="left")
>>>
>>> the merge is done fine. With the new one does not work and although puts
>>> together the 2 datasets shows all the incoming observations as NA.
>>>
>>> Daily dataset
>>> Dates   IMM0ECOL Index  IMM0ECOS Index  IMM0ENCL Index
>>> 12/26/2000      4316    38769   26834
>>> 1/2/2001        5495    29995   15885
>>> 1/9/2001        5786    41915   21845
>>> 1/16/2001       6866    41480   19696
>>>
>>>
>>> Weekly dataset
>>> Index   SP1.OPEN        SP1.HIGH
>>> 1/2/1990        356.35  362.85
>>> 1/3/1990        363.25  364.8
>>> 1/4/1990        361.4   362.6
>>> 1/5/1990        359.2   359.6
>>> 1/8/1990        354.1   358.4
>>> 1/9/1990        357.8   358.1
>>> 1/10/1990       351.9   353.2
>>> 1/11/1990       352.4   353.5
>>>
>>>
>>> Has the command changed?
>>>
>>> Thanks,
>>>
>>> Nikos
>>>
>>>          [[alternative HTML version deleted]]
>>>
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>