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373746
2011 Oct 08
1
Filling missing days in xts time series
Hi,
I have a bunch of irregularly spaced xts time series (with a POSIX index),
and I'm trying to write a function that fillls the missing days. Using a
solution suggested by Gabor Grothendieck for zoo, I wrote the following:
# FD: Fill missing days
FD<-function(ser) {rng<-range(time(ser))
> temp<-merge(ser,xts(,seq(rng[1],rng[2],"day")))
>