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Releases: dppalomar/imputeFin

imputeFin version 0.1.2 (2021-02-19)

20 Feb 06:50
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  • New function fit_VAR_t() added.

  • New wrapper function impute_rolling_AR1_Gaussian() to impute on a rolling window basis for long time series.

  • New wrapper function impute_OHLC() to impute the OHLC conveniently.

imputeFin version 0.1.1 (2020-07-11)

12 Jul 03:37
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  • Included detection of outliers in all functions with the argument: remove_outliers = FALSE

  • Removed the option to impute leading and trailing NAs as it doesn't make much sense and makes
    the code simpler.

  • Vignette and README revised to illustrate the detection and removal of outliers.

  • Additional argument to output summary messages: verbose = TRUE.

Initial release imputeFin version 0.1.0 (2019-12-05)

16 Dec 22:09
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