Question

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

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

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

I need to change all the 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, possibly using transform() or another vector operation?

Answer 1

Set the zeros to NA and use na.locf:

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