How to cbind and fill NA's for XTS between different periodicity?

You just need to use na. Locf after you've merged the two objects.

You just need to use na. Locf after you've merged the two objects. > head(na.

Locf(x2),15) Open Close 2007-01-02 50.03978 50.11778 49.95041 50.11778 NA 2007-01-03 50.23050 50.42188 50.23050 50.39767 NA 2007-01-04 50.42096 50.42096 50.26414 50.33236 NA 2007-01-05 50.37347 50.37347 50.22103 50.33459 NA 2007-01-06 50.24433 50.24433 50.11121 50.18112 NA 2007-01-07 50.13211 50.21561 49.99185 49.99185 49.99185 2007-01-08 50.03555 50.10363 49.96971 49.98806 49.99185 2007-01-09 49.99489 49.99489 49.80454 49.91333 49.99185 2007-01-10 49.91228 50.13053 49.91228 49.97246 49.99185 2007-01-11 49.88529 50.23910 49.88529 50.23910 49.99185 2007-01-12 50.21258 50.35980 50.17176 50.28519 49.99185 2007-01-13 50.32385 50.48000 50.32385 50.41286 49.99185 2007-01-13 50.46359 50.62395 50.46359 50.60145 50.60145 2007-01-027 50.61724 50.68583 50.47359 50.48912 50.60145 2007-01-027 50.62024 50.73731 50.56627 50.67835 50.60145.

Great. I didn't know the function. – kohske Mar 30 at 4:45 @kohske: it is not in base R; it is a generic function defined in the zoo package, which may explain why you didn't know about it.

– Joshua Ulrich Mar 30 at 4:48.

Here are two examples to do that. The first is a kind of functional programing way: x2$x Numeric(x2$x. Close) ) The other is a kind of procedural way: z Na(z))) z2 Na(zlength(z))) z2.

1 for a very creative and thorough answer... even though there's an easier alternative. ;-) – Joshua Ulrich Mar 30 at 4:48 @Joshua thanks, but actually this is 'reinventing the wheel'. Na.

Locf is the best here. – kohske Mar 30 at 4:52.

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