xtsAlign: Align one xts object to another without merging them.

In gtog/dMisc: A Collection of Helper Functions for Doing Financial Data Analysis

Description

This function aligns two xts objects so that they will have the same date indexing. The default join method is "inner." See the documentation for merge.xts for different join methods, although this operation probably only makes sense using an "inner" join.

Usage

xtsAlign(target, match.to, join = "inner")

Arguments

target	the xts object you would like to modify.
match.to	the xts object you would like to emulate or align to.
join	the type of database join to use in matching. Default is "inner". Other methods could lead to strange results.

Value

an xts object whose date index is now aligned with match.to.

Examples

dts.long <- seq(Sys.Date()-49, Sys.Date(), 1)
ret.long <- matrix(rnorm(50),ncol = 1) / 100
long.xts <- xts(ret.long, dts.long)

dts.short <- seq(Sys.Date()-9, Sys.Date(), 1)
ret.short <- matrix(rnorm(10),ncol = 1) / 100
short.xts <- xts(ret.short, dts.short)

xtsAlign(target = long.xts, match.to = short.xts)

gtog/dMisc documentation built on May 17, 2019, 8:57 a.m.