[R] using zoo() to coerce time series to a different reference frame

[Jonathan Greenberg]

Folks:

I have two sets of dates, and one set of data:

***

require("chron")
require("zoo")
reference_dates=seq.dates("01/01/92", "12/31/92", by = "months")
data_dates=seq.dates("01/15/91", "12/15/93", by = "months")
data=1:length(data_dates)

reference_zoo=zoo(order.by=reference_dates)
data_zoo=zoo(data,data_dates)

***

What I would like is to have a zoo object that uses the index from
reference_dates, but grabs the data for each of the dates (using a
spline interpolation) from data_zoo object.  I feel like my solution
is a bit slow, can someone let me know if there is a quicker way to do
this?  Thanks:

***

reference_data_zoo_merge=merge(reference_zoo,data_zoo)
reference_data_zoo_data=na.spline(reference_data_zoo_merge)
reference_data_zoo_data=merge(reference_zoo,reference_data_zoo_data,all=FALSE)

***

--j