lag_until_you_get_something() OVER () window function

Hi Guys,

I propose a lag (and/or lead) window function that propagates the last
non-null value to the current row.
Here's an example of what I mean by that:

CREATE TABLE lag_test (id serial primary key, natural_key integer,
somebody text);

INSERT INTO lag_test(natural_key, somebody)
VALUES (1, NULL), (1, 'Kirk'), (1, NULL), (2, 'Roybal'), (2, NULL), (2,
NULL);

/*

Creates this data in the table.
id natural_key somebody
-- ----------- --------
1 1 NULL
2 1 Kirk
3 1 NULL
4 2 Roybal
5 2 NULL
6 2 NULL

lag_until_you_get_something(text) function should return this in the
"somebody" column:

id natural_key somebody
-- ----------- --------
1 1 NULL
2 1 Kirk
3 1 Kirk
4 2 Roybal
5 2 Roybal
6 2 Roybal

Notice that row 6 has a value "Roybal", when the last known value was in
row 4. Also, Row 1 did not get a value.
*/

-- Query that gets the right result for limited example data:

CREATE FUNCTION last_elem (text[]) RETURNS text AS $$
SELECT $1[array_upper($1,1)];
$$ LANGUAGE SQL;

SELECT id, natural_key,
last_elem(string_to_array(string_agg(somebody, '|') OVER (ORDER BY
natural_key, id)::text, '|')) lag_hard
FROM lag_test
ORDER BY natural_key, id;

Sorry, I'm not a C-coder, or I'd whip this up myself and submit it.

Thank you for your consideration,

/Kirk