Junger, W. L. Ponce de Leon, A. Santos, N. (2003) Missing Data Imputation in Multivariate Time Series via EM Algorithm. Cadernos do IME 15, 8–21.
Johnson, R., Wichern, D. (1998) Applied Multivariate Statistical Analysis. Prentice Hall.
Dempster, A., Laird, N., Rubin, D. (1977) Maximum Likelihood from Incomplete Data via the Algorithm EM. Journal of the Royal Statistical Society 39(B)), 1–38.
McLachlan, G. J., Krishnan, T. (1997) The EM algorithm and extensions. John Wiley and Sons.
Box, G., Jenkins, G., Reinsel, G. (1994) Time Series Analysis: Forecasting and Control. 3 ed. Prentice Hall.
Hastie, T. J.; Tibshirani, R. J. (1990) Generalized Additive Models. Chapman and Hall.
See Also
mnimput, predict
Examples
data(miss)
f <- ~c31+c32+c33+c34+c35
i <- mnimput(f,miss,eps=1e-3,ts=TRUE, method="spline",sp.control=list(df=c(7,7,7,7,7)))
summary(i)