所以我想根据日期和值合并两个XTS。假设其中之一是这样。
a <- c(1,2,3,4)
b <- c(2,4,6,8)
c <- c(3,6,9,12)
x <- xts(cbind(a,b,c),order.by=as.Date(c("2015-01-02","2015-01-05","2015-01-06","2015-01-07")))
x
所以我们得到了这个...
a b c
2015-01-02 1 2 3
2015-01-05 2 4 6
2015-01-06 3 6 9
2015-01-07 4 8 12
第二个XTS就是这样...
d <- c("b","a","c","b")
e <- c(10,20,10,30)
y <- xts(cbind(d,e),order.by=as.Date(c("2015-01-02","2015-01-05","2015-01-05","2015-01-06")))
y
所以我们得到了这个(也很希望摆脱引号)...
d e
2015-01-02 "b" "10"
2015-01-05 "a" "20"
2015-01-05 "c" "10"
2015-01-06 "b" "30"
我想得到这个结果...
d e val
2015-01-02 "b" "10" 2
2015-01-05 "a" "20" 2
2015-01-05 "c" "10" 6
2015-01-06 "b" "30" 6
我们可以使用match
创建一个行/列索引为x
的子集的矩阵。
library(zoo)
x$val <- coredata(x)[cbind(match(index(y), index(x)), match(y$d, names(x)))]
x
# a b c val
#2015-01-02 1 2 3 2
#2015-01-05 2 4 6 2
#2015-01-06 3 6 9 6
#2015-01-07 4 8 12 6