Merge two series (zoo) of the same variable by intersecting and filling

The idea was basically to create an adaptation of the rbind.zoo() function. It checks which contiguous indexes are not present in a or b , creates a new zoo object with only these indexes and NA values and joins the new zoo to the originals, filling them. >

library(zoo)

# Criar exemplo reprodutível
seq_mes <- function(inicio, tamanho) {
  seq(from = as.Date(inicio), by = '1 month', length.out = tamanho)
}

a <- zoo(c(2, 9, 0), seq_mes('2010-02-01', 3))
b <- zoo(c(3, 6, 2), seq_mes('2010-06-01', 3))

# Definir e aplicar função
rbind_preenche <- function(..., periodo) {
  unido <- rbind(...)
  periodo_total <- seq(from = min(index(unido)),
                       to = max(index(unido)), by = periodo)

  a_criar <- periodo_total[! periodo_total %in% index(unido)]
  novo <- zoo(rep(NA, length(a_criar)), a_criar)
  rbind(unido, novo)
}

rbind_preenche(a, b, periodo = '1 month')

I resolved with a little gambiarra. I imagine there should be some simpler way, but this one below is working as it should for at least this example.

First, I created the data frames a and b , as in the example of the question:

a <- data.frame(data=seq(from=as.Date("01-02-2010", format="%m-%d-%Y"), 
  to=as.Date("01-04-2010", format="%m-%d-%Y"), "days"), valor=c(2, 0, 9))

b <- data.frame(data=seq(from=as.Date("01-06-2010", format="%m-%d-%Y"), 
  to=as.Date("01-08-2010", format="%m-%d-%Y"), "days"), valor=c(3, 6, 2))

Next, I created all the dates that should appear in the final frame data, called c . I called these dates data_final . I created a daily sequence, starting at the very least of the dates and ending at most of them:

data_final <- seq(from=min(a$data, b$data), to=max(a$data, b$data), "days")

Then just create the data frame c . The first version of it has dates stored inside data_final and only NA in the value column:

c <- data.frame(data=data_final, valor=NA)

This ugly, only updating the positions of column valor which have equivalent dates in a and b :

c$valor[data_final %in% a$data] <- a$valor[a$data %in% data_final]
c$valor[data_final %in% b$data] <- b$valor[b$data %in% data_final]
c
        data valor
1 2010-01-02     2
2 2010-01-03     0
3 2010-01-04     9
4 2010-01-05    NA
5 2010-01-06     3
6 2010-01-07     6
7 2010-01-08     2