Last Observation Carried Forward In a data frame?

This already exists:

library(zoo)
na.locf(data.frame(rep("a",4), 1:4,1:4, c(1,NA,NA,NA)))

If you do not want to load a big package like zoo just for the na.locf function, here is a short solution which also works if there are some leading NAs in the input vector.

na.locf <- function(x) {
  v <- !is.na(x)
  c(NA, x[v])[cumsum(v)+1]
}