Я получил несколько ответов:
library(zoo)
library(chron)
#1
zz <- z <- zoo(1:10, chron(0:9/5))
zz[] <- ave(coredata(z), as.Date(time(z)), FUN = function(x) head(x, 1))
cbind(z, zz)
#2
z <- zoo(1:10, chron(0:9/5))
z.ag <- aggregate(z, as.Date, head, 1)
na.locf(z.ag, xout = time(z))
#3
z.na <- ifelse.zoo(!duplicated(as.Date(time(z))), z, NA)
na.locf(z.na)
ура