Return fitting statistics and/or residuals
ntthung opened this issue · comments
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
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.
Looking forward to such changes!