ffill

Syntax

ffill(obj, [limit])

Arguments

obj is a vector/matrix/table.

limit is a positive integer.

Details

If obj is a vector: forward fill the NULL values in obj with the previous non-NULL value.

If obj is a matrix or a table: forward fill the NULL values in each column of obj with the previous non-NULL value.

Use the optional parameter limit to limit the number of NULL values to forward fill for each block of NULL values.

This operation creates a new vector and does not change the input vector. Function ffill! changes the input vector.

Examples

$ x=1 2 3 NULL NULL NULL 4 5 6
$ x.ffill();
[1,2,3,3,3,3,4,5,6]

$ x.ffill(1);
[1,2,3,3,,,4,5,6]

$ x.ffill!(2);
$ x;
[1,2,3,3,3,,4,5,6]

$ date=[2012.06.12,2012.06.12,2012.06.13,2012.06.14,2012.06.15]
$ sym=["IBM","MSFT","IBM","MSFT","MSFT"]
$ price=[40.56,26.56,,,50.76]
$ qty=[2200,4500,,5600,]
$ timestamp=[09:34:07,09:35:26,09:36:42,09:36:51,09:36:59]
$ t=table(date,timestamp,sym,price,qty);
$ t;

date

timestamp

sym

price

qty

2012.06.12

09:34:07

IBM

40.56

2200

2012.06.12

09:35:26

MSFT

26.56

4500

2012.06.13

09:36:42

IBM

2012.06.14

09:36:51

MSFT

5600

2012.06.15

09:36:59

MSFT

50.76

$ t.ffill();

date

timestamp

sym

price

qty

2012.06.12

09:34:07

IBM

40.56

2200

2012.06.12

09:35:26

MSFT

26.56

4500

2012.06.13

09:36:42

IBM

26.56

4500

2012.06.14

09:36:51

MSFT

26.56

5600

2012.06.15

09:36:59

MSFT

50.76

5600

select date, timestamp, sym, price.ffill() as price, qty.ffill() as qty from t context by sym;

date

timestamp

sym

price

qty

2012.06.12

09:34:07

IBM

40.56

2200

2012.06.13

09:36:42

IBM

40.56

2200

2012.06.12

09:35:26

MSFT

26.56

4500

2012.06.14

09:36:51

MSFT

26.56

5600

2012.06.15

09:36:59

MSFT

50.76

5600