Return fitting statistics and/or residuals

[Hung Nguyen]

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

[Steffen Moritz]

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: #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 na_kalman 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.

[Little Health]

Looking forward to such changes!