[R] How to access objects outside an R function

[Jim Lemon]

anantha rao wrote:

> ...I have a dataframe ('forexdata') of daily returns from the foreign exchange market for three currencies - British Pound (bp), Canadian
> Dollar(cd),
> Deustche Mark (dm) vis-a-vis the US Dollar and the Date Of
> Trade(yymmdd).
>
> For some dates the returns are missing (recorded as zero) as there
> were no trades in that currency for that date. My task is to
> substitute the missing or zero values with the next non-zero value.

Here is a function that will replace the zeros with the _last_  non-zero value (which is what you did in your solution). Note that it will produce
NAs if the _first_ value in a column is zero. Supply the data frame and a vector of column indices (in your case 3:5) to which you want to apply the
function. Hope this helps.

Jim


sub.last.value<-function(x.df,cols=1:dim(x.df)[2]) {
 nrows<-dim(x.df)[1]
 newcol<-vector("numeric",nrows)
 for(col in 1:length(cols)) {
  last.value<-NA
  for(row in 1:nrows) {
   if(x.df[row,cols[col]] > 0)
    newcol[row]<-last.value<-x.df[row,cols[col]]
   else newcol[row]<-last.value
  }
  x.df[cols[col]]<-newcol
 }
 return(x.df)
}


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