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SteffenMoritz / imputeTS

CRAN R Package: Time Series Missing Value Imputation
http://steffenmoritz.github.io/imputeTS/
GNU General Public License v3.0
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Return fitting statistics and/or residuals #55

Open ntthung opened 3 years ago

ntthung commented 3 years ago

Hi Steffen,

Thanks for this great package which greatly facilitates imputations.

This is a feature request. Would it be possible to return the fitting statistics and/or residuals from the subroutines? For example, na_kalman() uses stats::StructTS() and forecast::auto.arima(), both of which return the log-likelihood and the residuals. These can be useful to compare fitting methods.

Thank you very much.

Best, Hung

SteffenMoritz commented 3 years ago

Hi @ntthung,

thanks for opening an issue. Always good to know what users actually need 👍 Very good suggestion indeed.

Here is a (not so super great) workaround if you want to somehow get this information currently: https://github.com/SteffenMoritz/imputeTS/issues/45

As you see, you are not alone with your request and it is definitely on the to-do list!

But you probably can't expect it soon. I'd like to do a bigger update and change the output for all na_ functions to provide more information. Doing a quick update only for nakalman now would mean double work - since later on all na functions should provide output in a consistent / similar manner.

So thanks again for letting me know - there are so many things on my To-Do list - this is great input for prioritizing things.

LittleHealth commented 3 years ago

Looking forward to such changes!