Hi Hm, maybe you can first make a sequence of all required dates and ids, construct empty data frame with all possible dates, merge your existing data frame with empty one just to fill in all dates, get rid of duplicated dates and ids if necessary and finally use na.locf from zoo library to fill totrets from previous date with split/lapply.
Seems to be quite complicated and maybe if the data frame is big you could have problems with memory ex=sample(letters[1:5],10, replace=TRUE) DF<-data.frame(ex=ex, x=rnorm(10), date=1:10) DF[c(4,8),]<-NA EDF<-expand.grid(ex=letters[1:5], date=1:10) MDF<-merge(DF, EDF, all=T) MDF$y<-unlist(lapply(split(MDF$x, MDF$ex), na.locf, na.rm=F)) But without some working example it is not easy to find out what you want. Regards Petr r-help-boun...@r-project.org napsal dne 08.06.2010 09:03:13: > > Hey All, > > I have just recently thought of a completely different way to accomplish my > analysis (requiring different type of coding) > > Instead of going in and filling in data, I could remove any dates not shared > by ALL the id's. > > I was thinking about accomplishing this using merge(~~), do you think this > is feasible? > > It might take up a bunch of memory at first, going through and subsetting > the data.frame by id. > > > > > > "Sample Data.Frame format > > Name is Returns.names > > X id ticker date_ adjClose totret RankStk > 427225 427225 00174410 AHS 2001-11-13 21.66 100 1235 > > > "id" uniquely defines a row > > > What I am trying to do is add missing data for each ID. > > Important Information: Date is not continuous, the data points are for > trading days, so weekends/certain holidays are off > > x<-unique(Returns.names$date_) gives me the list of all the possible trading > days. > > For days that are missing, I would like to add a row for that date & the > same totret as the previous day. > > I cant think of an easy way to do this" > -- > View this message in context: http://r.789695.n4.nabble.com/Adding-in-Missing- > Data-tp2246825p2246946.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@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. ______________________________________________ R-help@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.