Last Observation Carried Forward

Description

A function for replacing each NA with the most recent non-NA prior to it.

Usage

na_locf(x, first_na_value = 0, recursive = TRUE, ...)

Arguments

Value

The original vector, but with all the missing values filled by the value before them.

Source

https://stat.ethz.ch/pipermail/r-help/2003-November/042126.html http://stackoverflow.com/questions/5302049/last-observation-carried-forward-na-locf-on-panel-cross-section-time-series

This could probably be solved MUCH faster using Rcpp.

See Also

na.locf

Examples

na_locf(c(NA, NA))
na_locf(c(1, NA))
na_locf(c(1, NA, NA, NA))
na_locf(c(1, NA, NA, NA, 2, 2, NA, 3, NA, 4))
na_locf(c(1, NA, NA, NA, 2, 2, NA, 3, NA, 4), recursive = FALSE)

## Not run: 

library(microbenchmark)
library(zoo)

microbenchmark(
   na_locf = na_locf(c(1, NA, NA, NA, 2, 2, NA, 3, NA, 4)),
   na.locf = na.locf(c(1, NA, NA, NA, 2, 2, NA, 3, NA, 4))
) # my implementation is 6 times faster :)

microbenchmark(
   na_locf = na_locf(rep(c(1, NA, NA, NA, 2, 2, NA, 3, NA, 4), 1000)),
   na.locf = na.locf(rep(c(1, NA, NA, NA, 2, 2, NA, 3, NA, 4), 1000))
) # my implementation is 3 times faster 


## End(Not run)