[R] how to replace NA with previous numbers

[jeffc]

Hi, 

I have a vector with lots of NAs. e.g. 
vec = c(NA, NA, 2, NA, NA, 5, NA, 6, NA)
> vec
[1] NA NA  2 NA NA  5 NA  6 NA

I would like to replace NAs with their immediately previous non NA number.
After replacement, the above vector will become
> vec
[1] 0 0 2 2 2 5 5 6 6.

I understand  how to do that with a loop but the actual vector is very long
and the loop takes too much time in R. Is there a good way to do the
replacement?

thanks a lot

Jeff

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