R help - Jun 2010 - using zoo() to coerce time series to a different reference frame

Folks:

I have two sets of dates, and one set of data:

***

require("chron")
require("zoo")
reference_dates=seq.dates("01/01/92", "12/31/92", by =
"months")
data_dates=seq.dates("01/15/91", "12/15/93", by =
"months")
data=1:length(data_dates)

reference_zoo=zoo(order.by=reference_dates)
data_zoo=zoo(data,data_dates)

***

What I would like is to have a zoo object that uses the index from
reference_dates, but grabs the data for each of the dates (using a
spline interpolation) from data_zoo object.  I feel like my solution
is a bit slow, can someone let me know if there is a quicker way to do
this?  Thanks:

***

reference_data_zoo_merge=merge(reference_zoo,data_zoo)
reference_data_zoo_data=na.spline(reference_data_zoo_merge)
reference_data_zoo_data=merge(reference_zoo,reference_data_zoo_data,all=FALSE)

***

--j

On Tue, 29 Jun 2010, Jonathan Greenberg wrote:
> Folks:
>
> I have two sets of dates, and one set of data:
>
> ***
>
> require("chron")
> require("zoo")
> reference_dates=seq.dates("01/01/92", "12/31/92", by =
"months")
> data_dates=seq.dates("01/15/91", "12/15/93", by =
"months")
> data=1:length(data_dates)
>
> reference_zoo=zoo(order.by=reference_dates)
> data_zoo=zoo(data,data_dates)
>
> ***
>
> What I would like is to have a zoo object that uses the index from
> reference_dates, but grabs the data for each of the dates (using a
> spline interpolation) from data_zoo object.  I feel like my solution
> is a bit slow, can someone let me know if there is a quicker way to do
> this?  Thanks:
With current versions of "zoo" you can simply do:

   na.spline(data_zoo, xout = reference_dates)

hth,
Z
> ***
>
> reference_data_zoo_merge=merge(reference_zoo,data_zoo)
> reference_data_zoo_data=na.spline(reference_data_zoo_merge)
>
reference_data_zoo_data=merge(reference_zoo,reference_data_zoo_data,all=FALSE)
>
> ***
>
> --j
>
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>

On Tue, Jun 29, 2010 at 5:58 PM, Jonathan Greenberg
<greenberg at ucdavis.edu> wrote:
> Folks:
>
> I have two sets of dates, and one set of data:
>
> ***
>
> require("chron")
> require("zoo")
> reference_dates=seq.dates("01/01/92", "12/31/92", by =
"months")
> data_dates=seq.dates("01/15/91", "12/15/93", by =
"months")
> data=1:length(data_dates)
>
> reference_zoo=zoo(order.by=reference_dates)
> data_zoo=zoo(data,data_dates)
>
> ***
>
> What I would like is to have a zoo object that uses the index from
> reference_dates, but grabs the data for each of the dates (using a
> spline interpolation) from data_zoo object. ?I feel like my solution
> is a bit slow, can someone let me know if there is a quicker way to do
> this? ?Thanks:
>
> ***
>
> reference_data_zoo_merge=merge(reference_zoo,data_zoo)
> reference_data_zoo_data=na.spline(reference_data_zoo_merge)
>
reference_data_zoo_data=merge(reference_zoo,reference_data_zoo_data,all=FALSE)
>
Try this:
> na.spline(data_zoo, xout = reference_dates)
01/01/92 02/01/92 03/01/92 04/01/92 05/01/92 06/01/92 07/01/92
08/01/92 09/01/92 10/01/92 11/01/92 12/01/92
12.55383 13.53979 14.51858 15.55116 16.53268 17.54855 18.53231
19.55283 20.54369 21.53461 22.54817 23.53190