mtsdi: Multivariate time series data imputation
Version 0.3.3

This is an EM algorithm based method for imputation of missing values in multivariate normal time series. The imputation algorithm accounts for both spatial and temporal correlation structures. Temporal patterns can be modelled using an ARIMA(p,d,q), optionally with seasonal components, a non-parametric cubic spline or generalised additive models with exogenous covariates. This algorithm is specially tailored for climate data with missing measurements from several monitors along a given region.

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AuthorWashington Junger <wjunger@ims.uerj.br> and Antonio Ponce de Leon <ponce@ims.uerj.br>
Date of publication2012-11-08 16:53:37
MaintainerWashington Junger <wjunger@ims.uerj.br>
LicenseGPL (>= 2)
Version0.3.3
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mtsdi")

Man pages

edaprep: Dataset Preparation for Analysis
elapsedtime: Elapsed Time
getmean: Rows Mean Estimation
internal: Internal function
miss: Sample Dataset
mkjnw: Example from Johnson & Wichern's Book
mnimput: Multivariate Normal Imputation
mstats: Missing Dataset Statistics
plot.mtsdi: Plot an Imputed Matrix
predict.mtsdi: Imputed Dataset Extraction
print.mtsdi: Print Model Informartion
print.summary.mtsdi: Print Summary
summary.mtsdi: Summary Information

Functions

edaprep Man page Source code
elapsedtime Man page Source code
em.arima Man page Source code
em.arrangemat Man page Source code
em.arrangevec Man page Source code
em.contribt1 Man page Source code
em.contribt2 Man page Source code
em.correctmat Man page Source code
em.countmnear Man page Source code
em.countmvec Man page Source code
em.det Man page Source code
em.dispersion Man page Source code
em.existna Man page Source code
em.extractcoord Man page Source code
em.filter Man page Source code
em.gam Man page Source code
em.mean Man page Source code
em.multiplyvec Man page
em.nofilter Man page Source code
em.partmu Man page Source code
em.partsigma Man page Source code
em.putvalue Man page Source code
em.rearrangemat Man page Source code
em.rearrangevec Man page Source code
em.recursion Man page Source code
em.replacewmean Man page Source code
em.spline Man page Source code
em.splitvec Man page Source code
em.trace Man page Source code
getmean Man page Source code
miss Man page
mkjnw Man page Source code
mnimput Man page Source code
mstats Man page Source code
onLoad Source code
onUnload Source code
plot.mtsdi Man page Source code
predict.mtsdi Man page Source code
print.mtsdi Man page Source code
print.summary.mtsdi Man page Source code
summary.mtsdi Man page Source code

Files

MD5
INDEX
data
data/miss.rda
DESCRIPTION
gnugpl2.txt
man
man/print.mtsdi.Rd
man/elapsedtime.Rd
man/miss.Rd
man/mstats.Rd
man/internal.Rd
man/mnimput.Rd
man/edaprep.Rd
man/summary.mtsdi.Rd
man/plot.mtsdi.Rd
man/predict.mtsdi.Rd
man/print.summary.mtsdi.Rd
man/getmean.Rd
man/mkjnw.Rd
NAMESPACE
R
R/zzz.R
R/mtsdi.r
mtsdi documentation built on May 20, 2017, 2:20 a.m.