[R] Adding in Missing Data

Jeff08 jefferyding at gmail.com
Tue Jun 8 08:35:29 CEST 2010


That thread talks about adding values to NA. However, the problem with my
data is that the missing data points aren't even in the data.frame.

The method I think of is using a loop to check ID by ID, if the date column
contains all elements of unique(Returns.names$date_), and if not add those
rows in, setting totret equal to the previous date.

Problem is loops are so slow. 


"See this thread...


specifically the last post by Gabor. "

"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

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"
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