finance - Ordering Table A based on Rank of Table B in R -

pretty newb question here, have not been able track down solution time:

i have xts object of trading indicators (indicate) stock data looks like

                         xom          msft 2000-11-30   -0.59        0.22          0.10 2000-12-29    0.55       -0.23          0.05 2001-01-30   -0.52        0.09         -0.10 

and table identical index corresponding period returns (return) looks like

                         xom          msft 2000-11-30   -0.15        0.10          0.03 2000-12-29    0.03       -0.05          0.02 2001-01-30   -0.04        0.02         -0.05 

i have sorted indicator table , had return column name following code:

indicate.label <- colnames(indicate) indicate.rank <- t(apply(indicate, 1, function(x) indicate.label[order(-x)]))     indicate.rank <- xts(indicate.rank, order.by = index(returns)) 

which gives table (indicate.rank) of symbol names ranked trading indicator:

               1            2            3 2000-11-30    xom         msft           2000-12-29              msft          xom 2001-01-30    xom                     msft 

i have table gives period returns based on indicator rank:

2000-11-30    0.10         0.03         -0.15 2000-12-29    0.03         0.02         -0.05 2001-01-30    0.02        -0.04         -0.05 

i cannot figure out how call correct symbol rows or sort table return based on order of indicate.

thank suggestions.

trevor j

i'm not particularly satisfied solution, works.

row.rank <- t(apply(indicate, 1, order, decreasing=true)) indicate.rank <- return.rank <- indicate  # pre-allocate for(i in 1:nrow(indicate.rank)) {   indicate.rank[i,] <- colnames(indicate)[row.rank[i,]]   return.rank[i,] <- return[i,row.rank[i,]] } 

it easier handle if returns , indicators each symbol in same object, don't know how fit rest of workflow.