Re: [R] Merging xts List created using panel data

2014-02-04 Thread Joshua Ulrich
This is related to: http://stackoverflow.com/q/21393866/271616 http://stackoverflow.com/q/21484267/271616 -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Tue, Feb 4, 2014 at 6:07 PM, Jairaj Gupta wrote: > Hi, > > I have done the following: > > library(foreign)

[R] Merging xts List created using panel data

2014-02-04 Thread Jairaj Gupta
Hi, I have done the following: library(foreign) RNOM <- read.dta("Return Panel without missing.dta") library(PerformanceAnalytics) RNOM_list<-split(RNOM,RNOM$gvkey) xtsList <- lapply(RNOM_list, function(x) { attrCol <- c("conm") numCol <- c("gvkey","prccm","trfm", "trt1m") y <- xts(x[,numCo