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na.locf(xts_ts, maxgap=240) doesn’t seem to respect maxgap for xts timeseries. I think that for xts timeseries na.locf.xts is invoked (which doesn’t document maxgap), and not na.locf which is from zoo.
Am I doing something wrong?
Should I convert the xts ts to a zoo ts, then call na.locf with maxgap and the convert back to xts?
maxgapis included inna.locf.xtson R-forge as of revision 553. Useinstall.packages("xts", repos="http://R-Forge.R-project.org")to get the latest revision from R-forge.