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smoots
View on CRAN: Click
here
Download and install smoots package within the R console
Install from CRAN:
install.packages("smoots")
Install from Github:
library("remotes")
install_github("cran/smoots")
Install by package version:
library("remotes")
install_version("smoots", "1.1.4")
Attach the package and use:
library("smoots")
Maintained by
Dominik Schulz
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-11-26
Latest Update: 2021-10-09
Description:
The nonparametric trend and its derivatives in equidistant time series (TS) with short-memory stationary errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. A Nadaraya-Watson kernel smoother is also built-in as a comparison. With version 1.1.0, a linearity test for the trend function, forecasting methods and backtesting approaches are implemented as well. The smoothing methods of the package are described in Feng, Y., Gries, T., and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598>.
How to cite:
Dominik Schulz (2019). smoots: Nonparametric Estimation of the Trend and Its Derivatives in TS. R package version 1.1.4, https://cran.r-project.org/web/packages/smoots. Accessed 07 Nov. 2024.
Previous versions and publish date:
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Other R packages that smoots depends,
imports, suggests or enhances
Complete documentation for smoots
Functions, R codes and Examples using
the smoots R package
Some associated functions: bootCast . confBounds . critMatrix . dax . dsmooth . fitted.smoots . gdpUS . gsmooth . knsmooth . modelCast . msmooth . normCast . optOrd . plot.smoots . print.smoots . rescale . residuals.smoots . rollCast . smoots . tempNH . trendCast . tsmooth . vix .
Some associated R codes: RcppExports.R . Welcome.R . algorithms.R . bootCast.R . cf0.LW.est.R . col.alpha.R . color.name.R . confBounds.R . critMatrix.R . dax.R . dsmooth.R . fitted.R . gdpUS.R . gsmooth.R . knsmooth.R . maInfty.R . modelCast.R . msmooth.R . msmoothCalc.R . normCast.R . optOrd.R . plot.smoots.R . print.smoots.R . rescale.R . residuals.R . rollCast.R . smoots.R . tempNH.R . trendCast.R . tsmooth.R . tsmoothCalc.R . vix.R . Full smoots package functions and examples
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