CRAN/E | TSsmoothing

TSsmoothing

Trend Estimation of Univariate and Bivariate Time Series with Controlled Smoothness

Installation

About

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.

Key Metrics

Version 0.1.0
R ≥ 3.5.0
Published 2019-07-15 1355 days ago
Needs compilation? no
License GPL-3
CRAN checks TSsmoothing results

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Maintainer

Maintainer

L. Leticia Ramirez-Ramirez

leticia.ramirez@cimat.mx

Authors

L. Leticia Ramirez-Ramirez

aut / cre

Alejandro Islas-Camargo

aut

Victor M. Guerrero

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.5.0

Imports

ggplot2 ≥ 3.2.0
MASS ≥ 7.3.0
gridExtra ≥ 2.3.0
Matrix ≥ 1.2.0