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
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