R: 如何在月度数据中填充年度数据？

Question

我正在尝试使用 collapse = "monthly" 从 Quandl 加载数据。某些值仅以每年或每半年的方式提供。其他一些值仅在特定时间段内可用。这给我留下了很多不均匀的数据。我怎样才能以 "Last observation carried forward" 的方式填充年度和半年的数据，而剩余的 NAs 以 0 填充？

这是我对获得的数据的想法以及最后我想要的数据：

library(tibble)

set.seed(4711)

# How do I get from:
#
df.start <- data_frame(
  Date = seq.Date(as.Date("1990-01-01"), as.Date("1999-12-01"), "1 month"),
  B = rep(NA, 120),
  C = c(rep(NA, 50), rnorm(120 - 50)),
  D = rep(c(rnorm(1), rep(NA, 11)), 10),
  E = c(rep(NA, 24), rep(c(rnorm(1), rep(NA, 11)), 8)),
  F = c(rep(NA, 45), rnorm(50), rep(NA, 25)),
  G = c(rep(NA, 24), rep(c(rnorm(1), rep(NA, 11)), 6), rep(NA, 24)),
  H = c(rep(NA, 10), rnorm(20), rep(NA, 16), rnorm(37), rep(NA, 37)),
  I = rep(c(rnorm(1), rep(NA, 5)), 20)
)
#
# To:
#
df.end <- data_frame(
  Date = seq.Date(as.Date("1990-01-01"), as.Date("1999-12-01"), "1 month"),
  B = rep(0, 120),
  C = c(rep(0, 50), rnorm(120 - 50)),
  D = rep(rnorm(10), each = 12),
  E = c(rep(0, 24), rep(rnorm(8), each = 12)),
  F = c(rep(0, 45), rnorm(50), rep(0, 25)),
  G = c(rep(0, 24), rep(rnorm(6), each = 12), rep(0, 24)),
  H = c(rep(0, 10), rnorm(20), rep(0, 16), rnorm(37), rep(0, 37)),
  I = rep(rnorm(20), each = 6)
)
#
# Automatically?
#

Answer 1

您可以使用fill将最后一个非空值（Date列除外）填充NAs，然后replace剩余的NAs 减 0。我们按年份分组执行这些操作。

library(tidyverse)
library(lubridate)

df.end <- df.start %>%
  mutate(year = year(Date)) %>%
  group_by(year) %>%
  fill(., colnames(df.start[-1])) %>%
  replace(., is.na(.), 0) %>%
  ungroup() %>%
  select(-year)

R: 如何在月度数据中填充年度数据？

R: How to fill yearly data within monthly data?

r

fill

dataframe

quandl