R xts: Convert all 0 values in a time series with a last found value other than 0

Question

R xts: Convert all 0 values in a time series with a last found value other than 0

I am working on an xts object that contains some 0's in one of the columns and I need to replace them with the last non-0 value found in the sequence.

For example, I'm simplifying here using a regular R vector:

v = c(1, 2, 3, 0, 0, 0)

I need to change all 0s with the last value! = 0 in the sequence, in this case 3. The resulting vector should be:

> v
[1] 1 2 3 3 3 3

How can I achieve this, perhaps using transform () or some other vector operation?

+3

r xts transform

Robert kubrick Mar 30 12 at 14:47

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1 answer

Joshua ulrich · Accepted Answer · 2012-03-30T14:59:21+0000

Specify zeros NA

and use na.locf

:

x <- .xts(c(1, 2, 3, 0, 0, 0), 1:6)
x[x==0] <- NA
na.locf(x)

R xts: Convert all 0 values ​​in a time series with a last found value other than 0

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R xts: Convert all 0 values in a time series with a last found value other than 0