test_rcpp.R

library(Rcpp)
cppFunction('NumericVector replace_na(NumericVector x) {
  int n = x.size();
  NumericVector out(n);
  int temp = 0;
  for(int i = 0; i < n; ++i) {
    if (R_IsNA(x[i])){
      out[i] = temp;
    }else{
      temp = x[i];
      out[i] = x[i];
    }
  }
  return out;
}')

a <-c(1,2,3,NA,NA,NA,NA,NA,NA,NA,NA,NA,NA,NA,NA,NA,NA,NA,4,5,NA,6,7,8)
a = rep(a, 1000000)
system.time(d <- replace_na(a))