fillNA: Interpolation of missing data
In sparseDFM: Estimate Dynamic Factor Models with Sparse Loadings
fillNA R Documentation
Interpolation of missing data
Description
Internal missing data is filled in using a cubic spline.
Start and end of sample missing data is filled in using the median of the series and then
smoothed with an MA(3) process.
Usage
fillNA(X)
Arguments
X
n x p numeric matrix of stationary and standardized time series
Value
X n \times p numeric matrix with missing data interpolated
idx.na n \times p logical matrix with TRUE if missing and FALSE otherwise.
sparseDFM documentation built on March 31, 2023, 10:15 p.m.
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| fillNA | R Documentation |
Interpolation of missing data
Description
Internal missing data is filled in using a cubic spline. Start and end of sample missing data is filled in using the median of the series and then smoothed with an MA(3) process.
Usage
fillNA(X)
Arguments
X |
n x p numeric matrix of stationary and standardized time series |
Value
X n \times p numeric matrix with missing data interpolated
idx.na n \times p logical matrix with TRUE if missing and FALSE otherwise.
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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