Collapsing rows where some are all NA, others are disjoint with some NAs

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Here’s a data table approach that uses na.omit() across the columns, grouped by ID. 

library(data.table)
setDT(df)[, lapply(.SD, na.omit), by = ID]
#    ID Col1 Col2 Col3 Col4
# 1:  1    5   10   15   20
# 2:  2   25   30   35   40

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