CRAN

mtsdi 0.3.5

Multivariate Time Series Data Imputation

Released Jan 23, 2018 by Washington Junger

This package is available for Renjin and there are no known compatibility issues.

Dependencies

gam 1.15

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>mtsdi</artifactId>
    <version>0.3.5-b4</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:mtsdi')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

Source

R

View GitHub Mirror

Release History