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 <[email protected]> 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 <[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]<http://mc/[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.
