Test Bench for the Comparison of Imputation Methods

Provides a test bench for the comparison of missing data imputation methods in uni-variate time series. Imputation methods are compared using different error metrics. Proposed imputation methods and alternative error metrics can be used.


This is the development repository for the imputeTestbench package. This package provides a testbench for comparing imputation methods for missing data in univariate time series.

The development version of this package can be installed from Github:

install.packages('devtools')
library(devtools)
install_github('neerajdhanraj/imputeTestbench', ref = 'development')

The current release can be installed from CRAN:

install.packages('imputeTestbench')

The core function is impute_errors(). See the help documentation for more details.

library(imputeTestbench)
a <- impute_errors()
a
## $Parameter
## [1] "rmse"
## 
## $MissingPercent
## [1] 10 20 30 40 50 60 70 80 90
## 
## $na.approx
## [1] 0.901363 1.482835 1.958872 2.561620 3.469172 4.475716 6.442243 8.398182
## [9] 9.978482
## 
## $na.interp
## [1] 0.8001211 1.2240711 1.4138565 1.6581240 1.9295977 2.0984056 2.2763186
## [8] 2.5622631 3.4401437
## 
## $na.interpolation
## [1]  0.9089811  1.5266646  2.0002243  2.6406035  3.4855723  4.6469917
## [7]  6.5879328  8.4999919 10.1895907
## 
## $na.locf
## [1]  1.821598  2.800376  3.981163  4.881498  6.313571  8.063412  8.970904
## [8] 10.464801 11.432153
## 
## $na.mean
## [1] 2.654795 3.788465 4.684407 5.436173 5.943522 6.615894 7.252700 7.840248
## [9] 8.306318
plot_errors(a, plotType = 'line')

Neeraj Bokde and Marcus W. Beck (2016). imputeTestbench: Test Bench for the comparison of imputation methods. R package version 3.0. http://www.neerajbokde.com/cran/imputetestbench

Please submit any bug reports (or suggestions) using the issues tab of the GitHub page.

This package is released in the public domain under the creative commons license CC0.

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Reference manual

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install.packages("imputeTestbench")

3.0.1 by Marcus W. Beck, 2 months ago


Report a bug at https://github.com/neerajdhanraj/imputeTestbench/issues


Browse source code at https://github.com/cran/imputeTestbench


Authors: Neeraj Bokde [aut], Marcus W. Beck [cre, aut]


Documentation:   PDF Manual  


CC0 license


Imports dplyr, forecast, ggplot2, imputeTS, reshape2, stats, tidyr, zoo

Suggests knitr, rmarkdown, magrittr


Imported by PredictTestbench.


See at CRAN