[R] Adding in Missing Data
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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