[R] Chainging monthly data to daily data

[Gabor Grothendieck]

Repeat the code you found but use na.locf in place of na.spline.

On Fri, Jan 1, 2010 at 4:57 PM, Megh <megh700004 at yahoo.com> wrote:
>
> In the mean time, I have done some research and found following link here :
> https://stat.ethz.ch/pipermail/r-sig-finance/2009q3/004677.html
>
> Although this is close to my problem, I am not interested in any sort of
> interpolation, rather fill the NA positions with corresponding month's
> price. Any idea please?
>
>
>
> Megh wrote:
>>
>> Hi, I have a zoo object with monthly frequency :
>>
>> library(zoo)
>> dat <- zooreg(rnorm(50), as.yearmon("2000-01-01"), frequency=12)
>>
>> Now I want to make a zoo object with daily frequency from "dat" wherein
>> value for a each day for a particular month will be value of "dat" at that
>> particular month.
>>
>> Is there any easy way to do that?
>>
>> Thanks,
>>
>
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