Imputation of Financial Time Series with Missing Values and/or Outliers

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Documentation for package ‘imputeFin’ version 0.1.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

imputeFin-package	imputeFin: Imputation of Financial Time Series with Missing Values.
fit_AR1_Gaussian	Fit Gaussian AR(1) model to time series with missing values and/or outliers
fit_AR1_t	Fit Student's t AR(1) model to time series with missing values and/or outliers
fit_VAR_t	Fit Student's t VAR model to time series with missing values and/or outliers
impute_AR1_Gaussian	Impute missing values of time series based on a Gaussian AR(1) model
impute_AR1_t	Impute missing values of time series based on a Student's t AR(1) model
impute_OHLC	Impute missing values of an OHLC time series on a rolling window basis based on a Gaussian AR(1) model
impute_rolling_AR1_Gaussian	Impute missing values of time series on a rolling window basis based on a Gaussian AR(1) model
plot_imputed	Plot imputed time series.
ts_AR1_Gaussian	Synthetic AR(1) Gaussian time series with missing values
ts_AR1_t	Synthetic AR(1) Student's t time series with missing values
ts_VAR_t	Synthetic Student's t VAR data with missing values