combine_xts: Combine multiple xts objects into one xts object

In alejandro-sotolongo/InvestR: Collection of functions for quantitative investment analysis

Description

Combine multiple xts objects into one xts object

Usage

combine_xts(
  ...,
  period = NULL,
  dtype = c("return", "price"),
  use_busday = TRUE,
  comm_start = TRUE,
  comm_end = TRUE,
  na_rpl = TRUE,
  input_list = FALSE
)

Arguments

period	optional string to specify a desired common frequency
dtype	string to specify if we are combining 'return' or 'price' time-series
use_busday	boolean to strip time-series to business day only (NYSE calendar)
comm_start	boolean to truncate the combined time-series to the latest inception of the individual xts objects
comm_end	boolean to truncate the combined time-series to the earliest ending date of the individual xts objects
na_rpl	boolean to replace missing values to 0 for returns and the lagged non-missing value for prices
input_list	boolean to specify if a list of xts objects are being past, see vignette

Value

the combined xts object

alejandro-sotolongo/InvestR documentation built on Jan. 9, 2021, 2:20 p.m.