R: Last Observation Carried Forward

na.locf.xts {xts} | R Documentation

## Last Observation Carried Forward

### Description

xts method replace ‘NA’ with most recent non-‘NA’

### Usage

    ## S3 method for class 'xts'
    na.locf(object, na.rm = FALSE, fromLast = FALSE, maxgap=Inf, ...)

### Arguments

`object` | an xts object
`na.rm` | logical. Should leading/trailing ‘NA’'s be removed? The default for xts `FALSE` is different than the default S3 method in the zoo package.
`fromLast` | logical. Cause observations to be carried backward rather than forward. Default is `FALSE`.
`maxgap` | runs of more than ‘maxgap’ will retain ‘NA’s after the maximum gap specified. See `na.locf` in the zoo package.
`...` | unused

### Details

This is the xts method for the S3 generic `na.locf`. The primary difference to note is that after the ‘NA’ fill action is carried out, the default it to leave trailing or leading ‘NA’'s in place. This is different than zoo behavior.

### Value

See the documentation in zoo.

### Author(s)

Jeffrey A. Ryan

### References

‘zoo’

### Examples

    x <- xts(1:10, Sys.Date()+1:10)
    x[c(1,2,5,9,10)] <- NA

    x
    na.locf(x)
    na.locf(x, fromLast=TRUE)
    na.locf(x, na.rm=TRUE, fromLast=TRUE)

[Package xts version 0.9-7 Index]