I would like to fill NAs with 0 in an xts with a maxgap of 3.
library(xts)
# make sample xts with gaps
x <- zoo(1:20, Sys.Date() + 1:20)
x[2:4] <- NA # Short run of NA's
x[10:16] <- NA # Long run of NA's
#This is what I want to do, but it does not work
na.fill(x, 0, maxgap=3)
The maxgap argument is ignored and all NAs are filled with 0, I was hoping it would work like na.approx
Clarification to address @RLave 's question, I want to replace every series of NAs of length 3 or less. Series of NAs of length 4 or more should remain unmodified. Desired behavior should be the same as na.approx
I'm not terribly familiar with zoo, so can't say whether it provides a function or argument will do this for you out of the box. That said, taking advantage of the ix argument to na.fill, you could write a simple wrapper function that provides the functionality you're wanting. Perhaps something like this:
f <- function(object, fill = 0, maxgap = Inf, ...) {
rr <- rle(is.na(object))
ii <- rep(rr$values == FALSE | rr$lengths > maxgap, rr$lengths)
na.fill(object, fill, ix = ii)
}
f(x, 0, maxgap = 3)
## 2019-01-17 2019-01-18 2019-01-19 2019-01-20 2019-01-21 2019-01-22 2019-01-23
## 1 0 0 0 5 6 7
## 2019-01-24 2019-01-25 2019-01-26 2019-01-27 2019-01-28 2019-01-29 2019-01-30
## 8 9 NA NA NA NA NA
## 2019-01-31 2019-02-01 2019-02-02 2019-02-03 2019-02-04 2019-02-05
## NA NA 17 18 19 20