Actually, this one line code give what you want even if l_xts_one and l_xts_two have different lengths
na.omit (ifelse(l_xts_one[,1] == l_xts_two[,1], l_xts_one[,1],NA)) --- On Mon, 1/23/12, Michael <[email protected]> wrote: From: Michael <[email protected]> Subject: Re: [R-SIG-Finance] How do I intersecttwo time series? To: "Brian G. Peterson" <[email protected]> Cc: "r-sig-finance" <[email protected]> Date: Monday, January 23, 2012, 6:58 PM Yes, but merge creates a bunch of "NA"s ... and we are not merging but doing "intersections"? I cannot seem to find a way to use "merge" to do "intersections"... I have searched/googled numerous times... Maybe there is something I am missing and a trick? Thanks again! On Mon, Jan 23, 2012 at 6:47 PM, Brian G. Peterson <[email protected]>wrote: > I will repeat my earlier advice: > > ?merge > > > > > On Mon, 2012-01-23 at 17:53 -0600, Michael wrote: > > 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. > > -- > Brian G. Peterson > http://braverock.com/brian/ > Ph: 773-459-4973 > IM: bgpbraverock > > [[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. [[alternative HTML version deleted]]
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