[R] outer join of xts's

Duncan Murdoch murdoch@dunc@n @end|ng |rom gm@||@com
Thu Jan 2 19:29:20 CET 2020


On 02/01/2020 9:31 a.m., Eric Berger 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).

This should work:

   do.call("merge", c(L, join = "left"))

The second argument to do.call is a list which becomes the arguments to 
the function being called.  Your time series should be unnamed entries 
in the list, while other arguments to merge() should be named.

Duncan Murdoch

> 
> 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
>>>
>>>          [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> R-help using 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
>>
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help using 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.
>



More information about the R-help mailing list