Fill in missing values by group in data.table

Question

If one wants to fill in missing values of a variable based on previous/posterior non NA observation within a group, the data.table command is

setkey(DT,id,da         


        

Answer 1

Here's a slightly faster and more compact way of doing it (version 1.9.3+):

DT[, filled4 := DT[!is.na(value)][DT, value, roll = T]]