[R] EM algorithm for ARIMA models

[Mathias Martens]

Hi there,I am working on a time series dataset with a lot of missing data (around60%).Specifically, I need to fit an ARIMA model to this data and I found thatExpectation-Maximization (EM) algorithm using Kalman filter could beusefull.Anyone know if already exist a package for this?Another approaches are usefull as well.
Thanks,Mathias Martens 		 	   		  
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