New function fit_VAR_t()
added.
New wrapper function impute_rolling_AR1_Gaussian()
to impute on a rolling window basis for long time series.
New wrapper function impute_OHLC()
to impute the
OHLC conveniently.
Included detection of outliers in all functions with the argument: remove_outliers = FALSE
Removed the option to impute leading and trailing NAs as it doesn’t make much sense and makes the code simpler.
Vignette and README revised to illustrate the detection and removal of outliers.
Additional argument to output summary messages: verbose = TRUE.