[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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