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POReplacing NAs with latest non-NA value
 

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    <p>In a data.frame (or data.table), I would like to "fill forward" NAs with the closest previous non-NA value. A simple example, using vectors (instead of a <code>data.frame</code>) is the following:</p> <pre><code>&gt; y &lt;- c(NA, 2, 2, NA, NA, 3, NA, 4, NA, NA) </code></pre> <p>I would like a function <code>fill.NAs()</code> that allows me to construct <code>yy</code> such that:</p> <pre><code>&gt; yy [1] NA NA NA 2 2 2 2 3 3 3 4 4 </code></pre> <p>I need to repeat this operation for many (total ~1 Tb) small sized <code>data.frame</code>s (~30-50 Mb), where a row is NA is all its entries are. What is a good way to approach the problem? </p> <p>The ugly solution I cooked up uses this function:</p> <pre><code>last &lt;- function (x){ x[length(x)] } fill.NAs &lt;- function(isNA){ if (isNA[1] == 1) { isNA[1:max({which(isNA==0)[1]-1},1)] &lt;- 0 # first is NAs # can't be forward filled } isNA.neg &lt;- isNA.pos &lt;- isNA.diff &lt;- diff(isNA) isNA.pos[isNA.diff &lt; 0] &lt;- 0 isNA.neg[isNA.diff &gt; 0] &lt;- 0 which.isNA.neg &lt;- which(as.logical(isNA.neg)) if (length(which.isNA.neg)==0) return(NULL) # generates warnings later, but works which.isNA.pos &lt;- which(as.logical(isNA.pos)) which.isNA &lt;- which(as.logical(isNA)) if (length(which.isNA.neg)==length(which.isNA.pos)){ replacement &lt;- rep(which.isNA.pos[2:length(which.isNA.neg)], which.isNA.neg[2:max(length(which.isNA.neg)-1,2)] - which.isNA.pos[1:max(length(which.isNA.neg)-1,1)]) replacement &lt;- c(replacement, rep(last(which.isNA.pos), last(which.isNA) - last(which.isNA.pos))) } else { replacement &lt;- rep(which.isNA.pos[1:length(which.isNA.neg)], which.isNA.neg - which.isNA.pos[1:length(which.isNA.neg)]) replacement &lt;- c(replacement, rep(last(which.isNA.pos), last(which.isNA) - last(which.isNA.pos))) } replacement } </code></pre> <p>The function <code>fill.NAs</code> is used as follows:</p> <pre><code>y &lt;- c(NA, 2, 2, NA, NA, 3, NA, 4, NA, NA) isNA &lt;- as.numeric(is.na(y)) replacement &lt;- fill.NAs(isNA) if (length(replacement)){ which.isNA &lt;- which(as.logical(isNA)) to.replace &lt;- which.isNA[which(isNA==0)[1]:length(which.isNA)] y[to.replace] &lt;- y[replacement] } </code></pre> <p><strong><em>Output</em></strong></p> <pre><code>&gt; y [1] NA 2 2 2 2 3 3 3 4 4 4 </code></pre> <p>... which seems to work. But, man, is it ugly! Any suggestions?</p>
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    1. COFrom other questions since this one, I think you've now found `roll=TRUE` in `data.table`.
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