I have an irregular time-series (with DateTime and RainfallValue) in a csv file C:\\SampleData.csv
:
DateTime,RainInches
1/6/2000 11:59,0
1/6/20
Here is a data.table solution, this can be neatly done using a rolling join:
library(data.table)
library(xts)
lu <- data.table(index=as.POSIXct("2012-05-02") + (0:7)*15*60)
observation <- xts(1:10,
order.by=lu[1,index +cumsum(runif(10)*60*10)])
observation.dt <- as.data.table(observation)
observation.dt[lu,on="index",roll=T]