reinterpolate function

Wrapper for simple linear reinterpolation

This function is just a wrapper for the native function stats::approx() to do simple linear reinterpolation. It also supports matrices, data frames, and lists of time series.

reinterpolate(x, new.length, multivariate = FALSE)

Arguments

• x: Data to reinterpolate. Either a vector, a matrix/data.frame where each row is to be reinterpolated, or a list of vectors/matrices.
• new.length: Desired length of the output series.
• multivariate: Is x a multivariate time series? It will be detected automatically if a list is provided in x.

Returns

Reinterpolated time series

Details

Multivariate series must have time spanning the rows and variables spanning the columns.

Examples

data(uciCT)

# list of univariate series
series <- reinterpolate(CharTraj, 205L)

# list of multivariate series
series <- reinterpolate(CharTrajMV, 205L)

# single multivariate series
series <- reinterpolate(CharTrajMV[[1L]], 205L, TRUE)