completeLowResolutionData: Duplicates data with low time resolution to match high...

In sfeuerriegel/ResearchGroupTools: Collection of Custom Helper Functions

Description

Let data in low resolution be given (e.g. monthly, quarterly). This is then matched to a high resolution (e.g. daily) and the corresponding entries are copied.

Usage

completeLowResolutionData(date_target, df, by_column = "Date")

Arguments

date_target	Time series of desired output (high resolution).
df	Data frame with the low resolution data.
by_column	String which identifies the date column in df. As a default, it uses "Date".

Value

Returns data frame with copied entries. The response is sorted in chronological order.

Examples

ts <- data.frame(Date = seq(from = as.Date("2000-01-01"), to = as.Date("2000-03-31"), by = "1 day"))

df_monthly <- data.frame(Month = c(as.Date("2000-01-31"),
                                   as.Date("2000-02-29"),
                                   as.Date("2000-03-31")),
                         Values = 1:3)
df_daily <- completeLowResolutionData(ts$Date, df_monthly, "Month")

# example of how to bind things together
library(dplyr)
ts <- ts %>%
  left_join(df_daily, by = c("Date" = "Month"))

sfeuerriegel/ResearchGroupTools documentation built on May 29, 2019, 8:01 p.m.