[R] Adding in Missing Data

Jeff08 jefferyding at gmail.com
Tue Jun 8 05:36:44 CEST 2010


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


-- 
View this message in context: http://r.789695.n4.nabble.com/Adding-in-Missing-Data-tp2246825p2246825.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list