我有一个多日 XTS 对象,并且我正在尝试创建一个指标,该指标一旦为真,则在当天剩余时间内保持为真。我正在尝试的方法(但它不起作用)是将 na.locf 函数与 apply daily 结合起来:
output <- apply.daily(x, na.locf)
可重现的代码:
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")))
所需的输出是复制当天剩余时间的“1”。所以:
y <- as.xts(c(NA,NA,1,1,1,1,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")))