CRAN/E | StructuralDecompose

StructuralDecompose

Decomposes a Level Shifted Time Series

Installation

About

Explains the behavior of a time series by decomposing it into its trend, seasonality and residuals. It is built to perform very well in the presence of significant level shifts. It is designed to play well with any breakpoint algorithm and any smoothing algorithm. Currently defaults to 'lowess' for smoothing and 'strucchange' for breakpoint identification. The package is useful in areas such as trend analysis, time series decomposition, breakpoint identification and anomaly detection.

allen-1242.github.io/StructuralDecompose/

Key Metrics

Version 0.1.1
R ≥ 2.10
Published 2023-02-13 409 days ago
Needs compilation? no
License MIT
License File
CRAN checks StructuralDecompose results

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Maintainer

Maintainer

Allen Sunny

allensunny1242@gmail.com

Authors

Allen Sunny

aut / cre

Material

README
NEWS
Reference manual
Package source

Vignettes

Decomposition
Example-Walkthrough
Introduction

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 2.10

Imports

changepoint
segmented
strucchange

Suggests

knitr
rmarkdown
testthat ≥ 3.0.0