Man pages for imputeFin
Imputation of Financial Time Series with Missing Values and/or Outliers

fit_AR1_GaussianFit Gaussian AR(1) model to time series with missing values...
fit_AR1_tFit Student's t AR(1) model to time series with missing...
fit_VAR_tFit Student's t VAR model to time series with missing values...
impute_AR1_GaussianImpute missing values of time series based on a Gaussian...
impute_AR1_tImpute missing values of time series based on a Student's t...
imputeFin-packageimputeFin: Imputation of Financial Time Series with Missing...
impute_OHLCImpute missing values of an OHLC time series on a rolling...
impute_rolling_AR1_GaussianImpute missing values of time series on a rolling window...
plot_imputedPlot imputed time series.
ts_AR1_GaussianSynthetic AR(1) Gaussian time series with missing values
ts_AR1_tSynthetic AR(1) Student's t time series with missing values
ts_VAR_tSynthetic Student's t VAR data with missing values
imputeFin documentation built on Feb. 20, 2021, 9:07 a.m.