I have a dataframe that I am trying to perform interpolations across multiple groups. A sample df is as follows:
library(tidyverse)
library(lubridate)
series_num <- c("1", "1", "1", "1", "1", "2", "2", "2", "2", "2", "3", "3", "3", "3", "3")
mth <-c("2019-11-01", "2019-11-10", "2019-12-01", "2020-01-13", "2020-05-03",
"2019-11-15", "2019-11-30", "2019-12-15", "2020-01-28", "2020-05-28",
"2019-11-30", "2019-12-15", "2019-12-28", "2020-01-29", "2020-06-14")
mth <- mth %>% as_date(mth)
rate <- c("1.3325", "1.3315", "1.2995", "1.2955", "1.2965",
"1.3105", "1.31", "1.2985", "1.298", "1.2945",
"1.32", "1.3195", "1.3155", "1.3125", "1.3155")
rate <- rate %>% as.numeric(rate)
df <- data.frame(series_num, mth, rate)
I need to expand the time series to a daily series and interpolate the rate within each series_num group using the mth and rate variables. The output should be daily time series for each series_num with the interpolated rate for each day. The mth and rate variables change within each series_num so the time intervals are not constant, and the rates vary.
The output would look similar to the following (with hypothetical interpolated values)
Any suggestions would be greatly appreciated.