[R-SIG-Finance] merge.xts problem

[Nikos Rachmanis]

Hi Joshua,

Thank you for the quick fix:)

Nikos

Sent from my iPhone

On Feb 20, 2013, at 21:58, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:

> 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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>> 
>>