Last Observation Carried Forward

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

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

Source

https://stat.ethz.ch/pipermail/r-help/2003-November/042126.html https://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.

Arguments

x

some vector

first_na_value

If the first observation is NA, fill it with "first_na_value"

recursive

logical (TRUE). Should na_locf be re-run until all NA values are filled?

...

ignored.

Value

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

See also

na.locf

Examples

na_locf(c(NA, NA))
#> [1] 0 0
na_locf(c(1, NA))
#> [1] 1 1
na_locf(c(1, NA, NA, NA))
#> [1] 1 1 1 1
na_locf(c(1, NA, NA, NA, 2, 2, NA, 3, NA, 4))
#>  [1] 1 1 1 1 2 2 2 3 3 4
na_locf(c(1, NA, NA, NA, 2, 2, NA, 3, NA, 4), recursive = FALSE)
#>  [1]  1  1 NA NA  2  2  2  3  3  4
if (FALSE) { # \dontrun{

# 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

} # }