Use multiple imputation to make other currency volatilities fully comparable

[elidourado]

Data for fiat currencies is not available for weekends and holidays. Since Bitcoin exchanges operate 365 days/year, computed volatilities are not strictly comparable. We should use a statistical technique called multiple imputation to fill in the missing data for the fiat currencies to do proper comparable volatility estimates.

[mecampbellsoup]

I'd take a crack at this one. Any libraries you've come across to help with this?

[elidourado]

Haven't seen anything for Go. A statistician friend pointed to Amelia for R as a package that would do the job.