na.locf but don't do trailing NAs

Question

I have the following time series

> y<- xts(1:10, Sys.Date()+1:10)
> y[c(1,2,5,9,10)] <- NA
> y
           [,1]
2011-09-04   NA
2011-09-05   NA         


        

Answer 1

Use na.approx from the zoo package (which is automatically loaded by xts):

na.approx(y, method = "constant", na.rm = FALSE)