[R] Replacing N.A values in a data frame

[Santosh Srinivas]

Wow! That’s Amazing! Many thanks!

When I do the below ... why do the column names get thrown off? Ticker is a
factor / character ... I tried both

> temp <- head(MF_Data_Sub)
> temp
        Date Ticker   Price
1 2008-04-01 106270 10.3287
2 2008-04-01 106269 10.3287
3 2008-04-01 102767 12.6832
4 2008-04-01 102766 10.5396
5 2008-04-01 102855  9.7833
6 2008-04-01 102856 12.1485
> tZoo <- read.zoo(temp,split=2)
> tZoo
           X102766 X102767 X102855 X102856 X106269 X106270
2008-04-01 10.5396 12.6832  9.7833 12.1485 10.3287 10.3287


Also, is there an easy way to do a return profile on the data below after it
is transformed?

Thanks very much!
S



-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com] 
Sent: 14 October 2010 18:22
To: Santosh Srinivas
Cc: r-help
Subject: Re: [R] Replacing N.A values in a data frame

On Thu, Oct 14, 2010 at 4:17 AM, Santosh Srinivas
<santosh.srinivas at gmail.com> wrote:
> Hello,  I have a data frame as below ... in cases where I have N.A. I want
> to use an average of the past date and next date .. any help?
>
> 13/10/2010      A       23
> 13/10/2010      B       12
> 13/10/2010      C       124
> 14/10/2010      A       43
> 14/10/2010      B       54
> 14/10/2010      C       65
> 15/10/2010      A       43
> 15/10/2010      B       N.A.
> 15/10/2010      C       65

Assuming A, B and C refer to separate time series you can use
na.approx in zoo.

Lines <- "13/10/2010      A       23
13/10/2010      B       12
13/10/2010      C       124
14/10/2010      A       43
14/10/2010      B       54
14/10/2010      C       65
15/10/2010      A       43
15/10/2010      B       N.A.
15/10/2010      C       65"

library(zoo)

# z <- read.zoo("myfile.dat", format = "%d/%m/%Y", split = 2,
na.strings = "N.A.")
z <- read.zoo(textConnection(Lines), format = "%d/%m/%Y", split = 2,
na.strings = "N.A.")

na.approx(z)  # or na.approx(z, rule = 2)

which gives this multivariate time series in zoo:

> na.approx(z)
            A  B   C
2010-10-13 23 12 124
2010-10-14 43 54  65
2010-10-15 43 NA  65

> # or
> na.approx(z, rule = 2)
            A  B   C
2010-10-13 23 12 124
2010-10-14 43 54  65
2010-10-15 43 54  65





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