> It is not clear what multiway left join means but merge.zoo (though > not merge.xts) supports a generalized all= argument which is a logical > vector having the same length as L that can be TRUE or FALSE for each > object merged. The objects corresponding to TRUE will have all their > times included in the result but the ones with FALSE will only be > included if they correspond to an already existing time. merge.zoo is > R based whereas merge.xts is C based so I would not expect it to be as > fast although it is more powerful. > > If All is the logical vector having the same length as L then: > > Lzoo <- lapply(L, as.zoo) > do.call("merge", c(Lzoo, list(all = All)) > > On Thu, Jan 2, 2020 at 9:31 AM Eric Berger <ericjber...@gmail.com> wrote: > > > > Hi Gabor, > > This is great, thanks. It brought the time down to about 4 seconds. > > The command > > do.call("merge.xts",L) > > also works in this case. > > Suppose that instead of the default "outer" join I wanted to use, say, a > > "left" join. > > Is that possible? I tried a few ways of adding the > > join="left" > > parameter to the do.call() command but I could not get the syntax to work > > (assuming it's even possible). > > > > Thanks, > > Eric > > > > > > On Thu, Jan 2, 2020 at 3:23 PM Gabor Grothendieck <ggrothendi...@gmail.com> > > wrote: > >> > >> You don't need Reduce as xts already supports mutliway merges. This > >> perfroms one > >> multiway merge rather than k-1 two way merges. > >> > >> do.call("merge", L) > >> > >> On Thu, Jan 2, 2020 at 6:13 AM Eric Berger <ericjber...@gmail.com> wrote: > >> > > >> > Hi, > >> > I have a list L of about 2,600 xts's. > >> > Each xts has a single numeric column. About 90% of the xts's have > >> > approximately 500 rows, and the rest have fewer than 500 rows. > >> > I create a single xts using the command > >> > > >> > myXts <- Reduce( merge.xts, L ) > >> > > >> > By default, merge.xts() does an outer join (which is what I want). > >> > > >> > The command takes about 80 seconds to complete. > >> > I have plenty of RAM on my computer. > >> > > >> > Are there faster ways to accomplish this task? > >> > > >> > Thanks, > >> > Eric > >> > > >> > [[alternative HTML version deleted]] > >> > > >> > ______________________________________________ > >> > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > >> > https://stat.ethz.ch/mailman/listinfo/r-help > >> > PLEASE do read the posting guide > >> > http://www.R-project.org/posting-guide.html > >> > and provide commented, minimal, self-contained, reproducible code. > >> > >> > >> > >> -- > >> Statistics & Software Consulting > >> GKX Group, GKX Associates Inc. > >> tel: 1-877-GKX-GROUP > >> email: ggrothendieck at gmail.com > > > > -- > Statistics & Software Consulting > GKX Group, GKX Associates Inc. > tel: 1-877-GKX-GROUP > email: ggrothendieck at gmail.com
-- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.