I am wondering if there is a way to forward-fill or back-fill an array using the last non-missing value?
There is an "asof" operator that can be used to do that. But at the moment it's part of the Paradigm4 EE kit, not publicly open. Here are some notes on it, in the context of finance data:https://github.com/Paradigm4/TAQ#inexact-time-join-with-last-value-imputation
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