na.locf.xts

From xts v0.9-7 by Jeffrey Ryan

Last Observation Carried Forward

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

Keywords: misc

Usage

# S3 method for 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.

References

‘zoo’

Examples

library(xts)

# NOT RUN {
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)
# }

Documentation reproduced from package xts, version 0.9-7, License: GPL (>= 2)

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