Re: [R] EM algorithm for ARIMA models

EBarrays http://www.bioconductor.org/packages/release/bioc/html/EBarrays.html Ô__ c/ /'_;kmezhoud (*) \(*) ⴽⴰⵔⵉⵎ ⵎⴻⵣⵀⵓⴷ http://bioinformatics.tn/ On Fri, Nov 7, 2014 at 4:23 PM, Mathias Martens wrote: > Hi there,I am working on a time series dataset with a lot of missing data > (aro

[R] EM algorithm for ARIMA models

Hi there,I am working on a time series dataset with a lot of missing data (around60%).Specifically, I need to fit an ARIMA model to this data and I found thatExpectation-Maximization (EM) algorithm using Kalman filter could beusefull.Anyone know if already exist a package for this?Another approa