Just had to comment that I thought this question was unintentionally funny, seeing as many of us have gone thru a lot of pain to force Excel NOT to join lines across NA-type points in our data.

Back to the subject: if you use is.na(), just be careful to remove the corresponding values in the x-data as well as the y-data :-) . Probably mucking with something like
 >if (y[j]=NA) y[j]<-approx({local x and y data fit})

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