Sorry, I found the solution: library(zoo) z <- read.zoo(monthly, split = "market") all.dates <- seq(start(z), as.Date(as.yearmon(end(z)), frac = 1), by = "day") ## mondays <- all.dates[weekdays(all.dates) == "Monday"] ## weeks <- na.locf(z, xout = mondays, na.rm = FALSE, maxgap=0) do.call(rbind, by(weeks, as.yearmon(mondays), function(x) zoo(x, rownames(x))))
Dimitri On Wed, Aug 4, 2010 at 12:36 PM, Dimitri Liakhovitski <[email protected]> wrote: > Hello! > I have a code for converting monthly values into weekly values: > > monthly<-data.frame(month=c(20100301,20100401,20100501,20100601,20100301,20100401,20100501,20100601),monthly.value=c(100,NA,200,300,10,NA,20,30),market=c("Market > A","Market A","Market A","Market A","Market B","Market B","Market > B","Market B")) > monthly$month<-as.character(monthly$month) > monthly$month<-as.Date(monthly$month,"%Y%m%d") > (monthly) > > library(zoo) > z <- read.zoo(monthly, split = "market") > all.dates <- seq(start(z), as.Date(as.yearmon(end(z)), frac = 1), by = "day") > ## > mondays <- all.dates[weekdays(all.dates) == "Monday"] ## > weeks <- na.locf(z, xout = mondays, na.rm = FALSE) ## > do.call(rbind, by(weeks, as.yearmon(mondays), function(x) > zoo(x/nrow(x), rownames(x)))) > > > I have 2 questions: > 1. How can I make the code above leave NAs that were present in > "monthly" as NAs in all weeks of the corresponding month - rather than > impute them as it currently does? > 2. In addition to 1, how can I ask zoo to actually keep the original > (monthly) values in each week of that month - rather than divide the > monthly value by the number of weeks? > > > Thanks a lot! > > > > -- > Dimitri Liakhovitski > Ninah Consulting > www.ninah.com > -- Dimitri Liakhovitski Ninah Consulting www.ninah.com ______________________________________________ [email protected] 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.
