Try this using the zoo package. See ?na.approx for more and note that
this functionality requires zoo 1.6-3 or later.
.> m <- zoo(cbind(c(1, 2, NA, NA, 5, NA, 7), seq(7)^2), as.Date(1:7))
> na.approx(m[, 1], x = m[, 2])
1970-01-02 1970-01-03 1970-01-04 1970-01-05 1970-01-06 1970-01-07 1970-01-08
1.000000 2.000000 2.714286 3.714286 5.000000 5.916667 7.000000
> na.approx(m[, 1])
1970-01-02 1970-01-03 1970-01-04 1970-01-05 1970-01-06 1970-01-07 1970-01-08
1 2 3 4 5 6 7
On Tue, May 11, 2010 at 4:48 PM, Abiel X Reinhart
<[email protected]> wrote:
> I have two identically sized matrices of data that represent time series (I
> am storing the data in zoo objects, but the idea should apply to any matrix
> of data). The time series in the second matrix extend further than in the
> first matrix, and I would like to use the data in matrix 2 to extrapolate the
> data in matrix 1. In other words, if mat1[i,j] == NA, then mat1[i,j] <-
> mat1[i-1, j]*mat2[i,j]/mat2[i-1,j]. Of course, before we can calculate
> mat1[i,j] we may need to calculate mat1[i-1,j], and that in turn may require
> the computation of mat1[i-2,j], etc. This could all clearly be done with
> loops, but I am wondering if anyone can think of a vectorized expression or
> other efficient method that would work.
>
> Thanks very much.
>
> Abiel Reinhart
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