Reducing multi-column xts to single column xts based on provided column indexes <p>I have an xts object with multiple columns of the same type. I have another xts object with integers that correspond to column positions in the first object. I would like to generate an third xts object that contains one column representing the value of the column indicated by the corresponding index. For example:</p> <pre><code># xts.1: 2003-07-30 17:00:00 0.2015173 0.10159303 0.19244332 0.08138396 2003-08-28 17:00:00 0.1890154 0.06889412 0.12700216 0.04631253 2003-09-29 17:00:00 0.1336947 0.08023267 0.09167604 0.02376319 2003-10-30 16:00:00 0.1713496 0.13324238 0.11427968 0.05946272 # xts.2: 2003-07-30 17:00:00 1 2003-08-28 17:00:00 4 2003-09-29 17:00:00 2 2003-10-30 16:00:00 3 # Desired result: 2003-07-30 17:00:00 0.2015173 2003-08-28 17:00:00 0.04631253 2003-09-29 17:00:00 0.08023267 2003-10-30 16:00:00 0.11427968 </code></pre> <p>I feel like I'm missing something very elementary about how to do this but, if so, it's escaping me at the moment.</p>