stsm_na_kalman: Missing Value Imputation by Kalman Smoothing and State Space...
In autostsm: Automatic Structural Time Series Models
View source: R/stsm_na_kalman.R
stsm_na_kalman R Documentation
Missing Value Imputation by Kalman Smoothing and State Space Models
Description
Simplified version taken from the 'imputeTS' package.
Uses Kalman Smoothing on structural time series models for imputation. It uses "StructTS" to build a
"basic structural model" if the frequency of y is greater than 1. Otherwise, it uses a local trend model.
Usage
stsm_na_kalman(y)
Arguments
y
Univariate time series
autostsm documentation built on June 22, 2024, 9:54 a.m.
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View source: R/stsm_na_kalman.R
| stsm_na_kalman | R Documentation |
Missing Value Imputation by Kalman Smoothing and State Space Models
Description
Simplified version taken from the 'imputeTS' package. Uses Kalman Smoothing on structural time series models for imputation. It uses "StructTS" to build a "basic structural model" if the frequency of y is greater than 1. Otherwise, it uses a local trend model.
Usage
stsm_na_kalman(y)
Arguments
y |
Univariate time series |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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