seriesMerge
On Wed, Nov 24, 2004 at 03:29:53PM -0500, Yasser El-Zein wrote:
Is there a function in R that is equivalent to S-PLUS's seriesMerge(x1, x2, pos="union") where x1, and x2 are of class timeSeries seriesMerge is in S-PLUS's finmetrics. I looked into R's mergeSeries (in fSeries part of Rmetrics) but I could not make it behave quite the same. In R it expected a timeSeries object and a matrix of the same row count. In S-PLUS when using the union option both objects can be of different lengths.
The its (short for irregular timeseries) package has union() and intersect(). The zoo package also some functions for this, I think. Topics like this get discussed a bit on the r-sig-finance list, you may want to glance at the archives or do some conditional googleing. Hth, Dirk
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