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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>.
| Version: | 1.1.4 |
| Depends: | R (≥ 2.10) |
| Imports: | stats, utils, graphics, grDevices, Rcpp (≥ 1.0.7), future (≥ 1.22.1), future.apply (≥ 1.8.1), progressr (≥ 0.8.0), progress (≥ 1.2.2) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown, fGarch, RcppArmadillo (≥ 0.10.6.0.0), testthat (≥ 3.0.0) |
| Published: | 2023-09-11 |
| DOI: | 10.32614/CRAN.package.smoots |
| Author: | Yuanhua Feng [aut] (Paderborn University, Germany), Sebastian Letmathe [aut] (Paderborn University, Germany), Dominik Schulz [aut, cre] (Paderborn University, Germany), Thomas Gries [ctb] (Paderborn University, Germany), Marlon Fritz [ctb] (Paderborn University, Germany) |
| Maintainer: | Dominik Schulz <schulzd at mail.uni-paderborn.de> |
| License: | GPL-3 |
| URL: | https://wiwi.uni-paderborn.de/en/dep4/feng/ https://wiwi.uni-paderborn.de/dep4/gries/ |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | smoots results |
| Reference manual: | smoots.pdf |
| Package source: | smoots_1.1.4.tar.gz |
| Windows binaries: | r-devel: smoots_1.1.4.zip, r-release: smoots_1.1.4.zip, r-oldrel: smoots_1.1.4.zip |
| macOS binaries: | r-release (arm64): smoots_1.1.4.tgz, r-oldrel (arm64): smoots_1.1.4.tgz, r-release (x86_64): smoots_1.1.4.tgz, r-oldrel (x86_64): smoots_1.1.4.tgz |
| Old sources: | smoots archive |
| Reverse imports: | esemifar, quarks, ufRisk |
| Reverse suggests: | deseats |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.