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

Question

pretty newb question here, but I have not been able to track down a solution for some time:
I have an XTS object of trading indicators (indicate) for stock data that looks like
A 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 a table with an identical index for the corresponding period returns (return) that looks like
A 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 the indicator table and had it return the column name with the 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 the table (indicate.rank) of the symbol names ranked by their trading indicator:
1 2 3
2000-11-30 XOM MSFT A
2000-12-29 A MSFT XOM
2001-01-30 XOM A MSFT
I would like to also have a table that gives the period returns based on the 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 to call the correct symbol for all rows or just sort the table return based on the order of indicate.
Thank you for any suggestions.
Trevor J

Answer 1

I'm not particularly satisfied with this solution, but it 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 would probably be easier to handle this if the returns and the indicators for each symbol were in the same object, but I don't know how that would fit with the rest of your workflow.