[R] outer join of xts's

[Eric Berger]

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 <ggrothendieck using 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 <ericjberger using 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
> >
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> >
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