Imputation of Financial Time Series with Missing Values and/or Outliers

fit_AR1_Gaussian | Fit Gaussian AR(1) model to time series with missing values... |

fit_AR1_t | Fit Student's t AR(1) model to time series with missing... |

fit_VAR_t | Fit Student's t VAR model to time series with missing values... |

impute_AR1_Gaussian | Impute missing values of time series based on a Gaussian... |

impute_AR1_t | Impute missing values of time series based on a Student's t... |

imputeFin-package | imputeFin: Imputation of Financial Time Series with Missing... |

impute_OHLC | Impute missing values of an OHLC time series on a rolling... |

impute_rolling_AR1_Gaussian | Impute missing values of time series on a rolling window... |

plot_imputed | Plot imputed time series. |

ts_AR1_Gaussian | Synthetic AR(1) Gaussian time series with missing values |

ts_AR1_t | Synthetic AR(1) Student's t time series with missing values |

ts_VAR_t | Synthetic Student's t VAR data with missing values |

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