I have a similar problem. However in a way even worse, since I have discharge data (Brasilian ANA station) with several interruptions of several month and years. Vazao01 stands for the discharge at the first day of the month, Vazao02 for the second and the data frame goes up to Vazao31 (which is obviously NA for month with less days, but can as well be NA for existing days without record). The data looks like this and is the data.frame "ANAday"
Date Vazao01 Vazao02 Vazao03...
20 01.05.1989 3463.00 3476.500 3463.000
21 01.06.1989 1867.70 1835.900 1809.400
22 01.07.1989 809.90 798.200 774.800
23 01.08.1989 344.60 308.700 297.900
24 01.11.1989 376.50 388.100 391.000
25 01.12.1989 279.00 289.800 319.500
26 01.01.1990 1715.00 1649.000 1573.200
27 01.02.1990 1035.20 1005.800 972.200
28 01.03.1990 2905.60 2962.100 NA
29 01.06.1990 NA NA NA
30 01.07.1990 297.90 284.400 271.200
31 01.08.1990 228.00 223.200 218.400
32 01.08.1999 NA NA 144.000
33 01.09.1999 20.74 18.620 16.500
34 01.10.1999 119.85 111.450 95.385
35 01.11.1999 11.20 23.705 48.370
36 01.12.1999 160.10 179.000 187.400
37 01.01.2000 843.00 865.300 914.500
38 01.02.2000 1331.30 1368.900 1387.800
39 01.04.2000 1823.60 1808.000 1789.800
40 01.05.2000 1579.00 1524.100 1445.700
I made a list of the month with data
ANAm=as.Date(ANAday[,1], format="%d.%m.%Y")
format(ANAm, format="%Y-%m")
Than I used the "monthDays" function of the Hmisc package to list the number of days in each month
require(Hmisc)
nodm=monthDays(ANAm)
Nodm=cbind.data.frame(ANAm,nodm)
I prepared a data.frame for the data I want to have with 3 columns for "YEAR MONTH", "DAY" and "DISCHARGE"
ANATS=array(NA,c(1,3))
colnames(ANATS)=c("mY","d","Q")
And used a simple "for" loop to extract the data into one column according to the number of days in each month
for(i in 1:nrow(Nodm)){
selectANA=as.vector(ANAd[i,1:(Nodm[i,2]) ])
selectANA=as.vector(t(selectANA))##to generate a simple vector
dayANA=c(1:(Nodm[i,2]))
monthANA=rep(format(as.Date(Nodm[i,1]),format="%Y-%m"),times=as.numeric(Nodm[i,2]))
ANAts=cbind(monthANA,dayANA,auswahlANA)
ANATS<<-rbind(ANATS,ANAts)
}
The ANATS can than be transferred into a timeseries:
combine.date=as.character(paste(ANATS[,1],ANATS[,2],sep="-"))
DATE=as.Date(combine.date, format="%Y-%m-%d")
rownames(ANATS)=as.character(DATE)
ANATS=ANATS[-1,]
ANAXTS=as.xts(ANATS)