na.locf 但不要做尾随 NA [英] na.locf but don't do trailing NAs

问题描述

我有以下时间序列

> y<- xts(1:10, Sys.Date()+1:10)
> y[c(1,2,5,9,10)] <- NA
> y
           [,1]
2011-09-04   NA
2011-09-05   NA
2011-09-06    3
2011-09-07    4
2011-09-08   NA
2011-09-09    6
2011-09-10    7
2011-09-11    8
2011-09-12   NA
2011-09-13   NA

直接 na.locf 给我这个:

A straight na.locf give me this:

> na.locf(y)
           [,1]
2011-09-04   NA
2011-09-05   NA
2011-09-06    3
2011-09-07    4
2011-09-08    4
2011-09-09    6
2011-09-10    7
2011-09-11    8
2011-09-12    8
2011-09-13    8

我如何做到这一点?

           [,1]
2011-09-04   NA
2011-09-05   NA
2011-09-06    3
2011-09-07    4
2011-09-08    4
2011-09-09    6
2011-09-10    7
2011-09-11    8
2011-09-12    NA
2011-09-13    NA

我不希望最后一次观察被结转，除了最后一个非缺失值......即尾随的 NA 不会被替换.非常感谢您的帮助！

I dont want last observation to be carried forward EXCEPT for the very last non-missing value.. i.e. the trailing NAs are NOT replaced. Thanks so much for your help!

推荐答案

使用zoo包中的na.approx(由xts自动加载):

Use na.approx from the zoo package (which is automatically loaded by xts):

na.approx(y, method = "constant", na.rm = FALSE)

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