change_freq_na: Change frequency in time-series with missing values
In alejandro-sotolongo/InvestR: Collection of functions for quantitative investment analysis

Change frequency in time-series with missing values

1	change_freq_na(x, period, dtype)

`x`	xts object
`period`	character to represent desired frequency
`dtype`	character to specify if `x` is a 'return' or 'price' time-series

xts object with new period

The missing values are filled with either 0 for returns and the most recent (i.e., lagged) non-missing value for prices.

alejandro-sotolongo/InvestR documentation built on Jan. 9, 2021, 2:20 p.m.

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