Hi Gabor and Duncan,
Thanks for your comments. As Gabor points out, Duncan's suggestion
does not work.
For those interested, here is some minimal reproducible example to illustrate
library(xts)
dtV <- as.Date("2019-01-01")+1:5
a <- xts(x=rnorm(5),order.by=dtV)
a1 <- a[1:3,]
a2 <- a[2:4,]
a3 <- a[3:5,]
colnames(a1) <- "a1"
colnames(a2) <- "a2"
colnames(a3) <- "a3"
L <- list(a1,a2,a3)
b.outer.1 <- Reduce(merge.xts,L)
b.outer.2 <- do.call(merge.xts,L)
identical(b.outer.1,b.outer.2)
# TRUE
dim(b.outer.1)
# [1] 5 3
b.left.1 <- merge.xts( merge.xts(a1,a2,join="left"), a3, join="left" )
f <- function(x,y) { merge.xts(x,y,join="left")}
b.left.2 <- Reduce(f,L)
identical(b.left.1,b.left.2)
# TRUE
dim(b.left.1)
# [1] 3 3
b.left.3 <- do.call("merge",c(L,join="left"))
# Warning message:
# In merge.xts(c(0.316095105296857, -1.69318390538755, -1.16430042971811 :
# 'join' only applicable to two object merges
dim(b.left.3)
# [1] 5 3
identical(b.outer.1,b.left.3)
# TRUE
On Thu, Jan 2, 2020 at 11:39 PM Gabor Grothendieck
<ggrothendi...@gmail.com> wrote:
>
> 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.dun...@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
> > > <ggrothendi...@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 <ericjber...@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@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@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
______________________________________________
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