Here's one way. I'm not familiar with the mlag
function, and you don't say where it comes from, so I'm just going to use diff.xts
.
sigSubset <- diff.xts(sig) != 0 & sig != 0
sigSubset[1,] <- FALSE # remove any NA
x[sigSubset] <- sig[sigSubset]
Question
I have these two object:
In the first object I want to find the position where this condition is satisfied:
"sig != mlag(sig) & sig != 0"
When I have these positions I want to substitute value in the xts object (zero for example) in the same position where the condition in sig
was satisfied
I need to understand the correct way to do these. Thank you
No correct solution
OTHER TIPS
Here's one way. I'm not familiar with the mlag
function, and you don't say where it comes from, so I'm just going to use diff.xts
.
sigSubset <- diff.xts(sig) != 0 & sig != 0
sigSubset[1,] <- FALSE # remove any NA
x[sigSubset] <- sig[sigSubset]