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 <[email protected]> wrote: From: Brian G. Peterson <[email protected]> Subject: Re: [R-SIG-Finance] How do I intersecttwo time series? To: "Michael" <[email protected]> Cc: "r-sig-finance" <[email protected]> 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. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go. [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
