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

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

## Documentation for package ‘imputeFin’ version 0.1.2

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## 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