Pads an imbalanced panel data set with missing values.

xtfill.r

# via http://www.enoriver.net/2015/02/09/r-version-of-tsfill-and-xfill-combined/

xtill <- function(x) {
  dt     <- copy(x)
  xtkeys <- c('zip.cd','cal.dt')
  clkeys <- c('zip.cd','dma.cd')
  xtfull <- CJ(unique(x[,zip.cd]),unique(x[,cal.dt]))
  clfull <- unique(subset(x,select=c(zip.cd,dma.cd)))
  setnames(xtfull,c('V1','V2'),xtkeys)
  setkeyv(xtfull,xtkeys)
  setkeyv(dt,xtkeys)
  setkeyv(clfull,clkeys)
  xtfull <- subset(merge(xtfull,dt,all=TRUE),select=-dma.cd)
  xtfull <- merge(xtfull,clfull,all=TRUE)
}