Wow! Thats Amazing! Many thanks!
When I do the below ... why do the column names get thrown off? Ticker is a
factor / character ... I tried both
> temp <- head(MF_Data_Sub)
> temp
Date Ticker Price
1 2008-04-01 106270 10.3287
2 2008-04-01 106269 10.3287
3 2008-04-01 102767 12.6832
4 2008-04-01 102766 10.5396
5 2008-04-01 102855 9.7833
6 2008-04-01 102856 12.1485
> tZoo <- read.zoo(temp,split=2)
> tZoo
X102766 X102767 X102855 X102856 X106269 X106270
2008-04-01 10.5396 12.6832 9.7833 12.1485 10.3287 10.3287
Also, is there an easy way to do a return profile on the data below after it
is transformed?
Thanks very much!
S
-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendi...@gmail.com]
Sent: 14 October 2010 18:22
To: Santosh Srinivas
Cc: r-help
Subject: Re: [R] Replacing N.A values in a data frame
On Thu, Oct 14, 2010 at 4:17 AM, Santosh Srinivas
<santosh.srini...@gmail.com> wrote:
> Hello, I have a data frame as below ... in cases where I have N.A. I want
> to use an average of the past date and next date .. any help?
>
> 13/10/2010 A 23
> 13/10/2010 B 12
> 13/10/2010 C 124
> 14/10/2010 A 43
> 14/10/2010 B 54
> 14/10/2010 C 65
> 15/10/2010 A 43
> 15/10/2010 B N.A.
> 15/10/2010 C 65
Assuming A, B and C refer to separate time series you can use
na.approx in zoo.
Lines <- "13/10/2010 A 23
13/10/2010 B 12
13/10/2010 C 124
14/10/2010 A 43
14/10/2010 B 54
14/10/2010 C 65
15/10/2010 A 43
15/10/2010 B N.A.
15/10/2010 C 65"
library(zoo)
# z <- read.zoo("myfile.dat", format = "%d/%m/%Y", split = 2,
na.strings = "N.A.")
z <- read.zoo(textConnection(Lines), format = "%d/%m/%Y", split = 2,
na.strings = "N.A.")
na.approx(z) # or na.approx(z, rule = 2)
which gives this multivariate time series in zoo:
> na.approx(z)
A B C
2010-10-13 23 12 124
2010-10-14 43 54 65
2010-10-15 43 NA 65
> # or
> na.approx(z, rule = 2)
A B C
2010-10-13 23 12 124
2010-10-14 43 54 65
2010-10-15 43 54 65
--
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GKX Group, GKX Associates Inc.
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