MakeStrictlyRegular: Make an xts object strictly regular.
In qmao: Quantmod Add-on

Description Usage Arguments Details Value Note Author(s) Examples

Fill in gaps in data, by day, using na.locf

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  MakeStrictlyRegular(x, timespan = "", by = "min",
    tz = "America/Chicago", verbose = TRUE, na.rm = TRUE,
    maxgap = 5)

`x`	xts object
`timespan`	time-of-day subset string (e.g. "T08:30/T15:00"). seealso `TimeOfDaySubset`
`by`	increment of the time sequence. seealso `seq.POSIXt`
`tz`	timezone to use with `seq.POSIXt`
`verbose`	logical. print to standard output the number of rows that were added to make the object strictly regular?
`na.rm`	Should leading `NA`s be removed?
`maxgap`	see `na.locf`

By default, if there are 5 or more missing observations, they will not be filled in. This can be adjusted with maxgap. Also, note that this function operates on each day separately. Therefore, missing values at the beginning of a day will not be filled-in.

a strictly regular xts object

ALPHA code; not perfect

Garrett See

x <- align.time(.xts(1:1000, 60*1:1000))[-c(2, 4, 7, 8), ] # remove some rows at the begining
head(x[paste((start.x <- start(x)), "/")])
x2 <- MakeStrictlyRegular(x)
head(x2[paste(start.x, "/")])