?findInterval On 5/10/07, Patnaik, Tirthankar <[EMAIL PROTECTED]> wrote: > Hi, > A quick beginner's question. I have two time series, A with > daily data, and another B with data at varying frequencies, but mostly > annual. Both the series are sorted ascending. > > I need to merge these two series together in the following way: For any > entry of A, the lookup should match with B until we find an entry of B > that's larger than A's. > > For all A[i], i = 1,...,N and B[j], j=1,...M > > Match with B[j] where A[i] <= B[j] > > When A[i] > B[j], match with B[j+1] where A[i] <= B[j+1] > > Basically the less-frequent attributes stay true for a stock while the > daily prices change. > > One example of this is the vlookup function in Excel with the TRUE > option. > > So we have an implementation of this in R? > > TIA and best, > -Tir > > ______________________________________________ > [email protected] mailing list > 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. >
-- Jim Holtman Cincinnati, OH +1 513 646 9390 What is the problem you are trying to solve? ______________________________________________ [email protected] mailing list 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.
