Filling in missing dates in a time series data frame

fill_missing_dates.R

## First make up some mock data
my_data <- data.frame(date = seq(as.Date("2010-01-01"), as.Date("2015-12-31"), 
                                by = "1 month"), 
                     value = rnorm(72))

## Remove some observations so we have an incomplete data set
my_incomplete_data <- my_data[sort(sample(nrow(my_data), 60)), ]

## Make a data frame with a full series of dates from the min date to the max date
## in the incomplete data frame
full_dates <- seq(min(my_incomplete_data$date), max(my_incomplete_data$date), 
                  by = "1 month")
full_dates <- data.frame(date = full_dates)

## Merge the complete data frame with the incomplete to fill in the dates and add 
## NAs for missing values
my_complete_data <- merge(full_dates, my_incomplete_data, by = "date", 
                          all.x = TRUE)