TSsmoothing
Trend Estimation of Univariate and Bivariate Time Series with Controlled Smoothness
It performs the smoothing approach provided by penalized least squares for univariate and bivariate time series, as proposed by Guerrero (2007) and Gerrero et al. (2017). This allows to estimate the time series trend by controlling the amount of resulting (joint) smoothness. — Guerrero, V.M (2007) doi:10.1016/j.spl.2007.03.006. Guerrero, V.M; Islas-Camargo, A. and Ramirez-Ramirez, L.L. (2017) doi:10.1080/03610926.2015.1133826.
- Version0.1.0
- R version≥ 3.5.0
- LicenseGPL-3
- Needs compilation?No
- Guerrero, V.M (2007)
- Guerrero, V.M; Islas-Camargo, A. and Ramirez-Ramirez, L.L. (2017)
- Last release07/15/2019
Team
L. Leticia Ramirez-Ramirez
Alejandro Islas-Camargo
Show author detailsRolesAuthorVictor M. Guerrero
Show author detailsRolesAuthor
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