Displaying 2 results from an estimated 2 matches for "mergeseries".
2004 Nov 24
2
seriesMerge
Is there a function in R that is equivalent to S-PLUS's
seriesMerge(x1, x2, pos="union")
where x1, and x2 are of class timeSeries
seriesMerge is in S-PLUS's finmetrics. I looked into R's mergeSeries
(in fSeries part of Rmetrics) but I could not make it behave quite the
same. In R it expected a timeSeries object and a matrix of the same
row count. In S-PLUS when using the union option both objects can be
of different lengths.
2011 Nov 26
3
Time series merge?
I have two time series
a <- ts(1:10, start=c(1,6), end=c(2,5), frequency=10)
b <- ts(1:5, start=c(2,1), end=c(2,5), frequency=10)
Obviously 'b' is a subset of 'a'. I want a single index value indicating
where that start of 'b' lines up with the start of 'a'. So in this simple
example I would expect an index of 5. I was playing with 'merge'.