impute.linear: impute missing entries by linear interpolation

In OLCPM: Online Change Point Detection for Matrix-Valued Time Series

impute missing entries by linear interpolation

Description

This function imputes missing entries in a numeric vector by linear interpolation.

Usage

impute.linear(x)

Arguments

x	a numeric data vector, where NA indicates missing entries. The vector should contain at least two non-missing values.

Details

A missing entry will be imputed by linear interpolation with the two nearest values before and after it in the vector. When all the values before (after) it are missing, use the two nearest values after (before) it, instead.

Value

a new numeric vector, with the same size of the original vector, while all the missing entries have been imputed.

Author(s)

Yong He, Xinbing Kong, Lorenzo Trapani, Long Yu

Examples

a=c(NA,NA,3,NA,NA,6,NA,NA)
b=c(1,2,3,4.5,5,NA,6.5,7,NA)

impute.linear(a)
impute.linear(b)

OLCPM documentation built on June 22, 2024, 9:26 a.m.