[R] Adding in Missing Data

Petr PIKAL petr.pikal at precheza.cz
Tue Jun 8 13:32:42 CEST 2010


Hm, maybe you can first make a sequence of all required dates and ids, 
construct empty data frame with all possible dates, merge your existing 
data frame with empty one just to fill in all dates, get rid of duplicated 
dates and ids if necessary and finally use na.locf from zoo library to 
fill totrets from previous date with split/lapply.

Seems to be quite complicated and maybe if the data frame is big you could 
have problems with memory

ex=sample(letters[1:5],10, replace=TRUE)
DF<-data.frame(ex=ex, x=rnorm(10), date=1:10)
EDF<-expand.grid(ex=letters[1:5], date=1:10)
MDF<-merge(DF, EDF, all=T)
MDF$y<-unlist(lapply(split(MDF$x, MDF$ex), na.locf, na.rm=F))

But without some working example it is not easy to find out what you want.


r-help-bounces at r-project.org napsal dne 08.06.2010 09:03:13:

> Hey All,
> I have just recently thought of a completely different way to accomplish 
> analysis (requiring different type of coding)
> Instead of going in and filling in data, I could remove any dates not 
> by ALL the id's.
> I was thinking about accomplishing this using merge(~~), do you think 
> is feasible?
> It might take up a bunch of memory at first, going through and 
> the data.frame by id.
> "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 
> 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: 
> Data-tp2246825p2246946.html
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