Package: mtsdi 0.3.6

mtsdi: Multivariate Time Series Data Imputation

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 modeled using an ARIMA(p,d,q), optionally with seasonal components, a non-parametric cubic spline or generalized additive models with exogenous covariates. This algorithm is specially tailored for climate data with missing measurements from several monitors along a given region.

Authors:Washington Junger <[email protected]>

mtsdi_0.3.6.tar.gz
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mtsdi.pdf |mtsdi.html
mtsdi/json (API)

# Install 'mtsdi' in R:
install.packages('mtsdi', repos = c('https://wjunger.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/wjunger/mtsdi/issues

Datasets:
  • miss - Sample Dataset

On CRAN:

3.95 score 1 stars 3 packages 20 scripts 335 downloads 1 mentions 38 exports 4 dependencies

Last updated 2 years agofrom:8c1a6be55d. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 16 2024
R-4.5-winNOTENov 16 2024
R-4.5-linuxNOTENov 16 2024
R-4.4-winNOTENov 16 2024
R-4.4-macNOTENov 16 2024
R-4.3-winNOTENov 16 2024
R-4.3-macNOTENov 16 2024

Exports:.onUnloadedaprepelapsedtimeem.arimaem.arrangematem.arrangevecem.contribt1em.contribt2em.correctmatem.countmnearem.countmvecem.detem.dispersionem.existnaem.extractcoordem.filterem.gamem.meanem.nofilterem.partmuem.partsigmaem.putvalueem.rearrangematem.rearrangevecem.recursionem.replacewmeanem.splineem.splitvecem.tracegetmeanmkjnwmnimputmstatsplot.mtsdipredict.mtsdiprint.mtsdiprint.summary.mtsdisummary.mtsdi

Dependencies:codetoolsforeachgamiterators