Copy down last value over a daily period

Question

I have a multi-day XTS object, and I am trying to create an indicator that once true, remains true for the rest of the day. The approach I am trying (but its not working) is com

Answer 1

I think period.apply called by apply.daily does not like the value returned by na.locf. Haven't investigated very thoroughly why. Anyway, I tried to do what it should be doing in a round-about manner. I can see that akrun's answer is definitely superior than this. Just leaving this here.

R> y <- as.xts(c(NA,NA,1,NA,NA,NA,NA,NA,NA),
+             as.POSIXct(c("2010-01-05 00:00:00", "2010-01-05 00:04:00",
+                          "2010-01-05 00:08:00", "2010-01-05 00:12:00",
+                          "2010-01-05 00:16:00", "2010-01-05 00:20:00",
+                          "2010-01-06 00:00:00", "2010-01-06 00:04:00",
+                          "2010-01-06 00:08:00")))
R> endpoints(y, "days")
[1] 0 6 9
R> ep <- endpoints(y, "days")
R> diff(ep)
[1] 6 3
R> dep <- diff(ep)
R> rep.int(1:length(dep), times=dep)
[1] 1 1 1 1 1 1 2 2 2
R> runs <- rep.int(1:length(dep), times=dep)
R> lapply(split(y, runs), na.locf, na.rm=FALSE)
$`1`

2010-01-05 00:00:00 NA
2010-01-05 00:04:00 NA
2010-01-05 00:08:00  1
2010-01-05 00:12:00  1
2010-01-05 00:16:00  1
2010-01-05 00:20:00  1

$`2`

2010-01-06 00:00:00 NA
2010-01-06 00:04:00 NA
2010-01-06 00:08:00 NA

R> splits <- lapply(split(y, runs), na.locf, na.rm=FALSE)
R> do.call('rbind', splits)

2010-01-05 00:00:00 NA
2010-01-05 00:04:00 NA
2010-01-05 00:08:00  1
2010-01-05 00:12:00  1
2010-01-05 00:16:00  1
2010-01-05 00:20:00  1
2010-01-06 00:00:00 NA
2010-01-06 00:04:00 NA
2010-01-06 00:08:00 NA
R> ynew <- do.call('rbind', splits)