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Interpolate365Days2Calendar <- function(df, sdate) {
sdate <- as.Date(sdate)
# convert end date of 360 day(1979-12-30) to end date of calendar day (1979-12-31)
edate <- df[length(df[,1]),1]
year <- as.numeric (format(edate,"%Y"))
month <- as.numeric (format(edate,"%m"))
day <- 31
datestr <- paste(year,month,day,sep="-")
edate <- as.Date(datestr,"%Y-%m-%d")
# create continuous time series (full dates) as data frame
fdate <- data.frame(seq(sdate, edate, by=1))
colnames(fdate) <- "date"
# merge data using all=T
df <- merge(fdate, df, by="date", all=T)
# interpolate NA between two existing values by excluding date column
df <- zoo::na.approx(df[2:length(df[1,])], na.rm=F)
# add date column again
df <- cbind(fdate,df)
return(df)
}
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