This has been solved in an earlier post:
http://www.nabble.com/linear-interpolation-of-multiple-random-time-series-to11694879.html

On Thu, Dec 11, 2008 at 4:38 PM, tsunhin wong <thjwong@gmail.com> wrote:

> Dear all R users,
>
> I am going to use R to process some of my physiological data about eye.
>
> The problem is the recording machine does not sample in a reliably
> constant rate: the time intervals between data sampled can vary from
> 9msec to ~120msec, while most around in the 15-30msec range.
> The below is a fraction of a single data file of a trial:
>
> Time    CursorX CursorY Pupilsize
> 1811543 -1      -1      -1
> 1811563 -1      -1      -1
> 1811584 511     370     4.175665
> 1811603 511     368     4.181973
> 1811624 521     368     4.210732
> 1811644 512     377     4.149632
> 1811664 524     377     4.275845
> 1811684 518     368     4.236212
> 1811703 516     370     4.238384
> 1811725 507     364     4.181157
> 1811744 509     371     4.185016
> 1811764 509     377     4.231987
> 1811784 514     387     4.252449
> 1811802 515     388     4.273726
>
> My goal is to "resample" these data so that the "Time" column
> increments by a regular interval, and the other columns of data are
> the averages (or estimates) at the point in time according to
> available data points.
> I have done something that I use a regular interval that is larger
> than the naturally occurring record machine, i.e. > 120msec for
> example, and acquire an average of the available data points for any
> particular regular time interval.
>
> Now, I need to achieve resampling for smaller regular interval: i.e.
> 5msec intervals, and interpolate / intrapolate the missing data points
> from the available ones.
> i.e. I may have to split up data points into the number of the regular
> intervals that it may occupied in time.
>
> Do you know if there is any package that is doing something similar?
> And because of the size of the data and computational demand (1500
> files each with 2000-8000+ lines), can you suggest me some
> (algorithmically) more efficient way of doing this?
>
> Thanks a lot!
>
> Regards,
>
>      John
>
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>



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