> vols
vol_tr vol_yz vol_cl vol_iv
2021-01-22 0.06260922 0.09798388 0.09861034 NA
2021-01-25 0.09783596 0.10595096 0.10121109 0.1362547
2021-01-26 0.10485836 0.10672985 0.10117991 0.1388527
2021-01-27 0.08284200 0.10742612 0.09586469 0.1509771
2021-01-28 0.08452010 0.11046722 0.10247347 0.1229756
2021-01-29 0.07045891 0.11292108 0.10991404 NA
I'd like to find the index of the first non-NA in column vols$vol_iv starting at the end of the column. I'm looking for index or position 5. To find the first non-NA from beginning I can do:
> d <- coredata(vols$vol_iv)
> pos = Position(function(d)!is.na(d), d)
> pos
[1] 2
Position is nice b/c it only evaluates until a match is found.
Trim the NA's off the right end using na.trim and then take the length of that to find the position (or use end in place of length if you want the time of the last non-NA value).
library(xts)
x <- xts(c(NA, 1, 2, 3, 4, NA), as.Date("2000-01-01")+0:5) # test input
length(na.trim(x, sides = "right"))
## [1] 5
To get the positions of both the start and end at the same time or just use rng if you want the times instead.
rng <- range(time(na.trim(x)))
match(rng, time(x))
## [1] 2 5