R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
imputeFin
View on CRAN: Click
here
Download and install imputeFin package within the R console
Install from CRAN:
install.packages("imputeFin")
Install from Github:
library("remotes")
install_github("cran/imputeFin")
Install by package version:
library("remotes")
install_version("imputeFin", "0.1.2")
Attach the package and use:
library("imputeFin")
Maintained by
Daniel P. Palomar
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-12-13
Latest Update: 2021-02-20
Description:
Missing values often occur in financial data due to a variety
of reasons (errors in the collection process or in the processing stage,
lack of asset liquidity, lack of reporting of funds, etc.). However,
most data analysis methods expect complete data and cannot be employed
with missing values. One convenient way to deal with this issue without
having to redesign the data analysis method is to impute the missing
values. This package provides an efficient way to impute the missing
values based on modeling the time series with a random walk or an
autoregressive (AR) model, convenient to model log-prices and log-volumes
in financial data. In the current version, the imputation is
univariate-based (so no asset correlation is used). In addition,
outliers can be detected and removed.
The package is based on the paper:
J. Liu, S. Kumar, and D. P. Palomar (2019). Parameter Estimation of
Heavy-Tailed AR Model With Missing Data Via Stochastic EM. IEEE Trans. on
Signal Processing, vol. 67, no. 8, pp. 2159-2172. .
How to cite:
Daniel P. Palomar (2019). imputeFin: Imputation of Financial Time Series with Missing Values and/or Outliers. R package version 0.1.2, https://cran.r-project.org/web/packages/imputeFin. Accessed 29 Jan. 2025.
Other packages that cited imputeFin R package
View imputeFin citation profile
Other R packages that imputeFin depends,
imports, suggests or enhances
Complete documentation for imputeFin
Functions, R codes and Examples using
the imputeFin R package
Some associated functions: fit_AR1_Gaussian . fit_AR1_t . fit_VAR_t . imputeFin-package . impute_AR1_Gaussian . impute_AR1_t . impute_OHLC . impute_rolling_AR1_Gaussian . plot_imputed . ts_AR1_Gaussian . ts_AR1_t . ts_VAR_t .
Some associated R codes: OHLC.R . estimate_impute_AR1_Gaussian.R . estimate_impute_AR1_t.R . fit_VAR_t.R . imputeFin-package.R . misc.R . outliers.R . plot_imputed.R . ts_AR1_Gaussian.R . ts_AR1_t.R . ts_VAR_t.R . Full imputeFin package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by
helping add
Reviews / comments / questions /suggestions ↴↴↴
Today's Hot Picks in Authors and Packages
lassoshooting
L1 regularized regression (Lasso) solver using the Cyclic
Coordinate Descent algorithm aka Lasso Sh ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Tobias Abenius (view profile)
rstac
Provides functions to access, search and download spacetime earth
observation data via SpatioTempor ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Felipe Carvalho (view profile)
munfold
Multidimensional unfolding using Schoenemann's algorithm for metric
and Procrustes rotation of unfo ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Martin Elff (view profile)
InSilicoVA
Computes individual causes of death and population cause-specific mortality fractions using the 'InS ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Zehang Richard Li (view profile)
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)