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chfjpy
2012 Apr 27
1
multivariate xts merge question
Hi,
I have an xts starting with a number of columns (currency pairs see below),
then I add new ones which are derived from existing ones (like adding the
moving average of a column) by merging the new columns one by one. These
get the name of the column they are calculated from concatenated with ".1".
All done by merge.xts, easy.
Now, I have a function (procState below) which generates