[R-Forge #1319] na.locf maxgap does not behave properly at tail of xts object

[joshuaulrich]

Submitted by: Koert Kuipers
Assigned to: Nobody
R-Forge link

xts version 0.8-0 on R 2.12.0

library(xts)
Loading required package: zoo
Warning message:
package 'xts' was built under R version 2.12.2
x <- xts(c(1, 2, NA, NA, 5, 6, NA, NA), Sys.Date() + 1 : 8)
na.locf(x, maxgap = 1)
[,1]
2011-03-09 1
2011-03-10 2
2011-03-11 NA
2011-03-12 NA
2011-03-13 5
2011-03-14 6
2011-03-15 6
2011-03-16 6
na.locf(as.zoo(x), maxgap = 1)
2011-03-09 2011-03-10 2011-03-11 2011-03-12 2011-03-13 2011-03-14
1 2 NA NA 5 6
na.locf(as.zoo(x), na.rm = FALSE, maxgap = 1)

2011-03-09 1
2011-03-10 2
2011-03-11 NA
2011-03-12 NA
2011-03-13 5
2011-03-14 6
2011-03-15 NA
2011-03-16 NA

na.locf.xts should not replace the two two trailing NAs.
na.locf.zoo has unexpected behavior as well: it removes the trailing NAs, while the documentation says it will only remove leading NAs....

Best, Koert

Followups:

Date: 2011-03-08 17:47
Sender: Jeff Ryan
Patched as of rev 575 (xts 0.8-0.1)

x <- xts(c(1, 2, NA, NA, 5, 6, NA, NA), Sys.Date() + 1 : 8)
na.locf(x)
[,1]
2011-03-09 1
2011-03-10 2
2011-03-11 2
2011-03-12 2
2011-03-13 5
2011-03-14 6
2011-03-15 6
2011-03-16 6
na.locf(x, maxgap=1)
[,1]
2011-03-09 1
2011-03-10 2
2011-03-11 NA
2011-03-12 NA
2011-03-13 5
2011-03-14 6
2011-03-15 NA
2011-03-16 NA

Jeff