[R] series at low freq expanded into high freq

[Gabor Grothendieck]

Try this:

> library(zoo)
> mm <- c(15, 10, 12, 13, 11)
> names(mm)<-c("Nov 2008",   "Dec 2008",  "Jan 2009",   "Feb 2009", "Mar 2009")
> library(zoo)
> mm <- zoo(mm, order.by = as.yearmon(names(mm), format="%b %Y"))
>
> dd <- as.Date(c("03/11/2008", "05/11/2008",
+ "04/01/2009","02/02/2009","17/02/2009","13/03/2009","14/03/2009","18/03/2009",
"26/03/2009"), format="%d/%m/%Y")
>
> zoo(coredata(mm)[match(as.yearmon(dd), time(mm))], dd)
2008-11-03 2008-11-05 2009-01-04 2009-02-02 2009-02-17 2009-03-13
2009-03-14 2009-03-18 2009-03-26
        15         15         12         13         13         11
   11         11         11


On Mon, Apr 27, 2009 at 6:51 AM,  <Murali.MENON at fortisinvestments.com> wrote:
> Folks,
>
> If I have a series mm of, say, monthly observations, and a series dd of
> daily dates, what's a good way of expanding mm such that corresponding
> to each day in dd within the corresponding month in mm, the values of mm
> are repeated?
>
> So e.g., if I have mm:
>
> mm <- c(15, 10, 12, 13, 11)
> names(mm)<-c("Nov 2008",   "Dec 2008",  "Jan 2009",   "Feb 2009",   "Mar
> 2009")
> library(zoo)
> mm <- zoo(mm, order.by = as.yearmon(names(mm), format="%b %Y"))
>
> And days:
>
> dd <- as.Date(c("03/11/2008", "05/11/2008",
> "04/01/2009","02/02/2009","17/02/2009","13/03/2009","14/03/2009","18/03/
> 2009", "26/03/2009"), format="%d/%m/%Y")
>
> I want to be able to create a series that looks like this:
>
> 03/11/2008       15
> 05/11/2008       15
> 04/01/2009       12
> 02/02/2009       13
> 17/02/2009       13
> 13/03/2009       11
> 14/03/2009       11
> 18/03/2009       11
> 26/03/2009       11
>
> where because no daily dates in dd are in December, the final series has
> no entries for December; there are two entries for November because
> there are two dates in dd in November, etc.
>
> Thanks,
> Murali
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>