[R] Adding in Missing Data
Erik Iverson
eriki at ccbr.umn.edu
Tue Jun 8 06:22:51 CEST 2010
Jeff08 wrote:
> Sample Data.Frame format
>
> Name is Returns.names
>
> X id ticker date_ adjClose totret RankStk
> 427225 427225 00174410 AHS 2001-11-13 21.66 100 1235
>
>
> "id" uniquely defines a row
>
>
> What I am trying to do is add missing data for each ID.
>
> Important Information: Date is not continuous, the data points are for
> trading days, so weekends/certain holidays are off
>
> x<-unique(Returns.names$date_) gives me the list of all the possible trading
> days.
>
> For days that are missing, I would like to add a row for that date & the
> same totret as the previous day.
>
> I cant think of an easy way to do this
>
>
See this thread...
http://www.opensubscriber.com/message/r-help@stat.math.ethz.ch/6986471.html
specifically the last post by Gabor.
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