NEWS.md

In dppalomar/imputeFin: Imputation of Financial Time Series with Missing Values and/or Outliers

Changes in imputeFin version 0.1.2.9000 (XXXX)

• New function impute_Vol added.

Changes in imputeFin version 0.1.2 (2021-02-19)

• New function fit_VAR_t() added.

• New wrapper function impute_rolling_AR1_Gaussian() to impute on a rolling window basis for long time series.

• New wrapper function impute_OHLC() to impute the OHLC conveniently.

Changes in imputeFin version 0.1.1 (2020-07-11)

• Included detection of outliers in all functions with the argument: remove_outliers = FALSE

• Removed the option to impute leading and trailing NAs as it doesn't make much sense and makes the code simpler.

• Vignette and README revised to illustrate the detection and removal of outliers.

• Additional argument to output summary messages: verbose = TRUE.

Changes in imputeFin version 0.1.0 (2019-12-05)

• Initial release is on CRAN.

dppalomar/imputeFin documentation built on Sept. 29, 2021, 9:55 a.m.