I have come up with the following expression to strip a time series tsm of class timeSeries from holidays contained in timeDate class object index.holidays. index.holidays covers a wider date range than time series tsm.

tsm[-na.omit(match(as.character(index.holidays),as.character(time(tsm)))),]

While this expression works as intended, I suspect that it is rather inefficient due to the data type conversions forced by match(). Is there a more elegant way to accomplish this?

Best regards,
David

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