[R] outer join of xts's

[Gabor Grothendieck]

join = "left" only applies with merge.xts if there are two objects.
If there are more it acts the same as join = TRUE..
See the Details section of ?merge.xts

On Thu, Jan 2, 2020 at 1:29 PM Duncan Murdoch <murdoch.duncan using gmail.com> wrote:
>
> 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.
> >
>


-- 
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