Ensure left continuity of a function

lcts.R

# Ensure left continuity of a decreasing step function

# First find discontinuities, based on minimum jump size, then make sure there
# is a data point to ensure left continuity there.

lcts <- function(dat, min.jump){

  for(i in 2:nrow(dat)){
    if(dat[i+1,2] - dat[i,2] > min.jump){ # identify discontinuity
      dat <- rbind(dat, c(dat[i+1,1], dat[i,2])) # generate left-cts data point
    }
  }
  dat <- dat[order(dat[,1]),]
  return(dat)
}