xts: na.locf.xts – R documentation

Pricing

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

Get Started for Free

Documentation

xts

na.locf.xts

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)

xts

eXtensible Time Series

v0.12.1

GPL (>= 2)

Authors

Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ross Bennett [ctb], Corwin Joy [ctb]

Initial release