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@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@braverock.com>* wrote:
>
>
> From: Brian G. Peterson <brian@braverock.com>
> Subject: Re: [R-SIG-Finance] How do I intersecttwo time series?
> To: "Michael" <comtech.usa@gmail.com>
> Cc: "r-sig-finance" <r-sig-finance@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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