Michael, First of all, thank you very much for your answer. I've read your 2 answers, but I'm not really sure that they corresponds to my problem of NAs. I'll try to detail you a bit more.
This problem concerns the second part of my program. In the first part, I've already created a timeseries object with the library (timeseries). I had to delete first all the wrong values in my data and replace it with NAs. So my data contains already missing data (NAs), as I have cleaned it before. The thing is that sometimes I have small gaps of missing data (only 2 or 3 following) like in "example 1" below: example 1: 09/01/2008 12:00 1.93 09/01/2008 12:15 3.93 09/01/2008 12:30 NA So here you have a small gap with only 2 NAs 09/01/2008 12:45 NA 09/01/2008 13:00 4.93 09/01/2008 13:15 5.93 But sometimes, always in the same file, I have big gaps, such as 10 or more NAs following each other like in "example 2" below: example 2: 09/01/2008 16:15 2.93 09/01/2008 16:30 2.93 09/01/2008 16:45 NA 09/01/2008 17:00 NA 09/01/2008 17:15 NA 09/01/2008 17:30 NA 09/01/2008 17:45 NA 09/01/2008 18:00 NA So here you have a big gap with more than 10 NAs following each other 09/01/2008 18:15 NA 09/01/2008 18:30 NA 09/01/2008 18:45 NA 09/01/2008 19:00 NA 09/01/2008 19:15 NA 09/01/2008 19:30 NA 09/01/2008 19:45 NA 09/01/2008 20:00 NA 09/01/2008 20:15 7.93 09/01/2008 20:30 7.93 So in the whole same file, I can have sometimes big gaps (2 or 3 NAs), sometimes big or very big gaps (10 or 100 NAs following). The aim of my problem is to apply the function: na.approx(x) of the library (zoo) to fill NAs ONLY for small gaps. If I just do: apply(na.approx(x)), it will fill all the NAs of my data (big gaps + small gaps). It's exactly what I DON'T WANT. My problem is to say to R: " you apply the function (na.approx) to fill NAs ONLY if you see 4 NAs maximum following each other (small gaps) (like example 1)". "If you see more than 4 NAs following each other (big gaps like in example 2), you keep these NAs and you DON'T fill this big gap". My question is: how can I say this to R? I don't know how to do it. Hope I've been understandable this time ^^ Thanks a lot again for all your answers! -- View this message in context: http://r.789695.n4.nabble.com/filling-small-gaps-of-N-A-tp4528184p4528907.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.