Function reference
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SSMimpute_unanimous_cpts()
- Main function, state space model multiple imputation with unanimous changepoints
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data_AR1
- Sample data for a complex structure, with AR(1) \(\beta_{C,t}\)
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data_complex
- Sample data for a complex structure, with periodic stable \(\beta_{X,t}\) and random walk \(\beta_{C,t}\)
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data_randomwalk
- Sample data for a complex structure, with random walk \(\beta_{C,t}\)
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data_stationary
- Sample data for illustration of stationary coefficient
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explore_SSM()
- Exploration function as initial guess
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generate.missing_index()
- A function for generating
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run.SSM_unanimous_cpts()
- A helper function of mainfunction
SSMimpute_unanimous_cpts