How to merge a daily and an intra-day XTS object?
<p>I am trying to merge a daily <code>XTS</code> object (indexed by <code>POSIXCT</code>, <code>format = "%d/%m/%Y"</code>) with an intraday <code>XTS</code> object (indexed by <code>POSIXCT</code>, <code>format = "%d/%m/%Y %H:%M"</code>).</p>

<p>The intra day object doesn't have a midnight (<code>00:00</code>) index, but by default the merge creates one and adds the daily variable to that observation.</p>

<p>How can I merge the daily into the intraday, but merge to the nearest index, so I do not create a bunch of <code>00:00</code> observations in my data?</p>