sigex.rag2i: Read multivariate time series and insert 1i for indicated...
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

sigex.rag2i

R Documentation

Read multivariate time series and insert 1i for indicated missing values

Read multivariate time series and insert 1i for indicated missing values

sigex.rag2i(leads.rag, ragged, z)

`leads.rag`	An integer sequence of indices that have at least one missing value. These integers are a subset of 1,2,...,T.
`ragged`	A list with number of items equal to length of leads.rag within the sample 1,2,...,T. (ragged=NULL if there are none.) Each element contains indices of vector components that are missing. Note: ragged[[j]] must be non-empty, where leads[j] is the time where at least one missing value (in-sample) occurs.
`z`	Raw data as N x T matrix with missing values at various time points. Missing values are at any 1 <= t <= T, and occur for some of the N series (the ragged case), and are denoted with a 1i. That is, Im(z[,t]) = rep(1i,N) or subset thereof encodes missing values.