Imputation (replacement) of missing values
in univariate time series.
Offers several imputation functions
and missing data plots.
Available imputation algorithms include:
'Mean', 'LOCF', 'Interpolation',
'Moving Average', 'Seasonal Decomposition',
'Kalman Smoothing on Structural Time Series models',
'Kalman Smoothing on ARIMA models'. Published in Moritz and Bartz-Beielstein (2017)
<doi:10.32614/RJ-2017-009>.
Version: |
3.0 |
Depends: |
R (≥ 3.0.1) |
Imports: |
stats, graphics, grDevices, stinepack, forecast, magrittr, Rcpp |
LinkingTo: |
Rcpp |
Suggests: |
testthat, R.rsp, zoo, timeSeries, tis, xts, tibble, tsibble |
Published: |
2019-07-01 |
Author: |
Steffen Moritz
[aut, cre, cph],
Sebastian Gatscha [ctb] |
Maintainer: |
Steffen Moritz <steffen.moritz10 at gmail.com> |
BugReports: |
https://github.com/SteffenMoritz/imputeTS/issues |
License: |
GPL-3 |
URL: |
https://github.com/SteffenMoritz/imputeTS,
https://steffenmoritz.github.io/imputeTS/ |
NeedsCompilation: |
yes |
Citation: |
imputeTS citation info |
Materials: |
README NEWS |
In views: |
MissingData, TimeSeries |
CRAN checks: |
imputeTS results |