imputeBBridge: <imputeBBridge>
In rickycant90/BMLgarch: Econometric and Mathematic tools for market analysis and portfolio optimization.
Description
<imputes a brownian bridge for each missing value in a dataset>
Usage
1
imputeBBridge(df, meanwindow = 90, verbose = FALSE)
Arguments
df
A data.frame object containing missing values.
meanwindow
Integer, time interval width to compute local mean if the first value of a series is NA, default is 90.
verbose
Logical, if TRUE the initial and final value of fitted Brownian Bridges are printed at each iteration, default is FALSE.
rickycant90/BMLgarch documentation built on May 23, 2019, 10:36 p.m.
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Description
<imputes a brownian bridge for each missing value in a dataset>
Usage
1 | imputeBBridge(df, meanwindow = 90, verbose = FALSE)
|
Arguments
df |
A data.frame object containing missing values. |
meanwindow |
Integer, time interval width to compute local mean if the first value of a series is NA, default is 90. |
verbose |
Logical, if TRUE the initial and final value of fitted Brownian Bridges are printed at each iteration, default is FALSE. |
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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