Is this what you want? > var1_times<-c(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10) > var1_values<-c(0, 0.5, 1.0, 1.5, 2.0, 2.5, 2.0, 1.5, 1.0, 0.5, 0) > > var2_times<-c(0, 2, 5.0, 7, 10.0) > var2_values<-c(50, 55, 60, 55, 50) > > new_v2 <- approxfun(var2_times, var2_values, rule=2) > > combined <- data.frame(time=var1_times, v1=var1_values, v2=new_v2(var1_times)) > > combined time v1 v2 1 0 0.0 50.00000 2 1 0.5 52.50000 3 2 1.0 55.00000 4 3 1.5 56.66667 5 4 2.0 58.33333 6 5 2.5 60.00000 7 6 2.0 57.50000 8 7 1.5 55.00000 9 8 1.0 53.33333 10 9 0.5 51.66667 11 10 0.0 50.00000
On 10/1/07, Steve Powers <[EMAIL PROTECTED]> wrote: > I have a time series for two variables measured simultaneously, but at > different intervals. The variables are not independent, so the patterns > in the times series are very similar (one variable goes up when the > other goes up, etc). > > For example, let's pretend my data look something like this (but with > more noise)... > > var1_times<-c(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10) > var1_values<-c(0, 0.5, 1.0, 1.5, 2.0, 2.5, 2.0, 1.5, 1.0, 0.5, 0) > > var2_times<-c(0, 2, 5.0, 7, 10.0) > var2_values<-c(50, 55, 60, 55, 50) > > > Note that var2 is always sampled at a time when a corresponding var1 > measurement was taken, but some var1 measurements were taken alone. I'm > trying to increase the frequency of the var2 time series in a model by > taking into account the parallel information in the var1 time series. > Essentially, this means I want to do a local regression of > var2_values~var1_values by fitting a different relationship for each > time interval. I've used approx and approxfun in the past and found them > helpful, but can't figure out how to employ them in this case. Any > thoughts on how to do this? In the end, I want interpolated values for > var2 that line up with the var1 times.---steve > > > I'm using R version 2.4 in Windows XP. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Jim Holtman Cincinnati, OH +1 513 646 9390 What is the problem you are trying to solve? ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
