You probably want the merge function.
?merge
On Wed, 28 Jan 2009, Somani, Dinesh K wrote:
I have two CSV files, one with daily stock returns using method A {date,
stock, returnA, some uninteresting columns}, and another with method B
{date, stock, returnB, more columns}. Both have different sets of stocks.
I want to combine the two into a single data table, so that I can run some
analyses for the overlapping date ranges and stocks. I know how to do
this using a database but is there an equivalent way to perform a similar
kind of join in R?