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Replacing NAs with latest non-NA value
13 answers
I wish to implement a "Last Observation Carried Forward" for a data set I am working on which has missing values at the end of it.
Here is a simple code to do it (question after it):
LOCF <- function(x)
{
# Last Observation Carried Forward (for a left to right series)
LOCF <- max(which(!is.na(x))) # the location of the Last Observation to Carry Forward
x[LOCF:length(x)] <- x[LOCF]
return(x)
}
# example:
LOCF(c(1,2,3,4,NA,NA))
LOCF(c(1,NA,3,4,NA,NA))
Now this works great for simple vectors. But if I where to try and use it on a data frame:
a <- data.frame(rep("a",4), 1:4,1:4, c(1,NA,NA,NA))
a
t(apply(a, 1, LOCF)) # will make a mess
It will turn my data frame into a character matrix.
Can you think of a way to do LOCF on a data.frame, without turning it into a matrix? (I could use loops and such to correct the mess, but would love for a more elegant solution)
Cheers,
Tal
This already exists:
library(zoo)
na.locf(data.frame(rep("a",4), 1:4,1:4, c(1,NA,NA,NA)))
If you do not want to load a big package like zoo just for the na.locf function, here is a short solution which also works if there are some leading NAs in the input vector.
na.locf <- function(x) {
v <- !is.na(x)
c(NA, x[v])[cumsum(v)+1]
}
Adding the new tidyr::fill()
function for carrying forward the last observation in a column to fill in NA
s:
a <- data.frame(col1 = rep("a",4), col2 = 1:4,
col3 = 1:4, col4 = c(1,NA,NA,NA))
a
# col1 col2 col3 col4
# 1 a 1 1 1
# 2 a 2 2 NA
# 3 a 3 3 NA
# 4 a 4 4 NA
a %>% tidyr::fill(col4)
# col1 col2 col3 col4
# 1 a 1 1 1
# 2 a 2 2 1
# 3 a 3 3 1
# 4 a 4 4 1
There are a bunch of packages implementing exactly this functionality.
(with same basic functionality, but some differences in additional options)
- spacetime::na.locf
- imputeTS::na.locf
- zoo::na.locf
- xts::na.locf
This question is old but for posterity... the best solution is to use data.table package with the roll=T.
I ended up solving this using a loop:
fillInTheBlanks <- function(S) {
L <- !is.na(S)
c(S[L][1], S[L])[cumsum(L)+1]
}
LOCF.DF <- function(xx)
{
# won't work well if the first observation is NA
orig.class <- lapply(xx, class)
new.xx <- data.frame(t( apply(xx,1, fillInTheBlanks) ))
for(i in seq_along(orig.class))
{
if(orig.class[[i]] == "factor") new.xx[,i] <- as.factor(new.xx[,i])
if(orig.class[[i]] == "numeric") new.xx[,i] <- as.numeric(new.xx[,i])
if(orig.class[[i]] == "integer") new.xx[,i] <- as.integer(new.xx[,i])
}
#t(na.locf(t(a)))
return(new.xx)
}
a <- data.frame(rep("a",4), 1:4,1:4, c(1,NA,NA,NA))
LOCF.DF(a)
Instead of apply()
you can use lapply()
and then transform the resulting list to data.frame
.
LOCF <- function(x) {
# Last Observation Carried Forward (for a left to right series)
LOCF <- max(which(!is.na(x))) # the location of the Last Observation to Carry Forward
x[LOCF:length(x)] <- x[LOCF]
return(x)
}
a <- data.frame(rep("a",4), 1:4, 1:4, c(1, NA, NA, NA))
a
data.frame(lapply(a, LOCF))