Speed is not too good and even behaviour is strange.
I really think this is anyway a very usefull feature and that data.table
should implement it (so you would not need zoo)
na.locf might do fancy stuff you don't need

I implemented mine with Rcpp, truly it is just a for loop and that's it...


2013/10/9 Eduard Antonyan <[email protected]>

> What's unsatisfactory about the zoo function? Speed or smth else?
>
>
> On Wed, Oct 9, 2013 at 12:54 PM, statquant3 <[email protected]> wrote:
>
>> Yes you can do it with a window join but that's clearly overshoot...
>> Just a very simple function would do
>>
>>
>>
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>>
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