Version 1.7 of the R package „imputeTS: Time Series Missing Value Imputation“ has been recently released on CRAN.
The package, which is developed within the SPOTSeven research group, provides several functions that help with missing data in time series. This includes simple and fast imputation algorithms, several advanced imputation algorithms and missing data visualization functions.
The imputeTS package can be found on CRAN. For installation execute install.packages(“imputeTS”) in R. A short introduction into usage can be found in the README.
User visible changes in version 1.7:
- Improved compatibility for input of advanced time series objects like zoo and xts
- Enabled multivariate input (data.frame, mts, matrix,…)
- Improved x-labels for na.distributionBar plot
- Revised user manual
- Revised usage examples
- Better worded error messages
For a complete list of all changes take a look into the package NEWS on CRAN.