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mtsdi

Multivariate Time Series Data Imputation

v0.3.7 · Apr 9, 2025 · GPL (>= 2)

Description

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.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies gam mtsdi

Version History

new 0.3.7 Mar 10, 2026
updated 0.3.7 ← 0.3.5 diff Apr 9, 2025
updated 0.3.5 ← 0.3.3 diff Jan 22, 2018
updated 0.3.3 ← 0.3.1 diff Nov 7, 2012
new 0.3.1 Oct 28, 2012