dlm-js
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    Function stuffIntegerTimestamps

    • Expand integer-step timestamped observations to a NaN-stuffed unit grid.

      This is intended for workflows such as MLE that operate on the same objective as a NaN-stuffed dlmFit run. Timestamp offsets must be positive integers relative to the initial timestamp.

      Parameters

      • y: ArrayLike<number>

        Observed values on the compressed timestamp grid.

      • timestamps: number[]

        Integer-step timestamps aligned with y.

      • X: ArrayLike<number>[] | undefined

        Optional covariate rows aligned with y.

      • obsStdFixed: number | ArrayLike<number> | undefined

        Optional per-observation fixed std devs aligned with y.

      Returns StuffedMleInput

      Expanded arrays on the unit grid, with missing steps filled in.