need to also define whether limit is relative to most recent non-na or immediate next non-na
based on SO discussion in http://stackoverflow.com/questions/12372899/bug-in-pandas-series-dataframe-fillna-limit
I think this is a much needed feature of interpolation. I would also suggest that it works (or as an option better) slightly different from the 'limit' for fillna. Say limit=2, if there is a NaN gap of 2 it would be completely filled with interpolated values. If there is a NaN gap of 4 nothing is filled, which is different from the fillna limit where the two first entries would be filled when using forward filling. This is very applicable for time series where it is often valid to interpolate between small gaps, while larger gaps should not be filled.
closed via #4915