Re: [R] Chainging monthly data to daily data

2010-01-01 Thread Gabor Grothendieck
Repeat the code you found but use na.locf in place of na.spline. On Fri, Jan 1, 2010 at 4:57 PM, Megh wrote: > > In the mean time, I have done some research and found following link here : > https://stat.ethz.ch/pipermail/r-sig-finance/2009q3/004677.html > > Although this is close to my problem,

Re: [R] Chainging monthly data to daily data

2010-01-01 Thread Megh
In the mean time, I have done some research and found following link here : https://stat.ethz.ch/pipermail/r-sig-finance/2009q3/004677.html Although this is close to my problem, I am not interested in any sort of interpolation, rather fill the NA positions with corresponding month's price. Any id

[R] Chainging monthly data to daily data

2010-01-01 Thread Megh
Hi, I have a zoo object with monthly frequency : library(zoo) dat <- zooreg(rnorm(50), as.yearmon("2000-01-01"), frequency=12) Now I want to make a zoo object with daily frequency from "dat" wherein value for a each day for a particular month will be value of "dat" at that particular month. Is