Package: TSsmoothing 0.1.0
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>.
Authors:
TSsmoothing_0.1.0.tar.gz
TSsmoothing_0.1.0.zip(r-4.5)TSsmoothing_0.1.0.zip(r-4.4)TSsmoothing_0.1.0.zip(r-4.3)
TSsmoothing_0.1.0.tgz(r-4.5-any)TSsmoothing_0.1.0.tgz(r-4.4-any)TSsmoothing_0.1.0.tgz(r-4.3-any)
TSsmoothing_0.1.0.tar.gz(r-4.5-noble)TSsmoothing_0.1.0.tar.gz(r-4.4-noble)
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TSsmoothing.pdf |TSsmoothing.html✨
TSsmoothing/json (API)
| # Install 'TSsmoothing' in R: |
| install.packages('TSsmoothing', repos = c('https://leticiaram.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 6 years agofrom:0d5315c52d. Checks:9 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 13 2025 |
| R-4.5-win | OK | Mar 13 2025 |
| R-4.5-mac | OK | Mar 13 2025 |
| R-4.5-linux | OK | Mar 13 2025 |
| R-4.4-win | OK | Mar 13 2025 |
| R-4.4-mac | OK | Mar 13 2025 |
| R-4.4-linux | OK | Mar 13 2025 |
| R-4.3-win | OK | Mar 13 2025 |
| R-4.3-mac | OK | Mar 13 2025 |
Exports:corrmvcgraph_trendlambda_valueplot_trendpositive_definitepreliminarpsigma_estimatessigma_zfsmoothing_leveltrend_estimate
Dependencies:clicolorspacefansifarverggplot2gluegridExtragtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Correlation from a 2d covariance matrix. | corrmvc |
| Employment in agriculture | emp_agr |
| Plot of original and smoothed time series. | graph_trend |
| Calculation of the lambda value. | lambda_value |
| Lambda values table. | ltable |
| Plot fo the time series and its smoothed version in ggplo | plot_trend |
| Checks if a squared matrix is positive definite and turn it to positive definied if necessary | positive_definite |
| Preliminar smoothing | preliminar |
| Preliminar estimates | psigma_estimates |
| Empirical cross-covarinace. | sigma_zf |
| Smoothing value | smoothing_level |
| Annual Trade for USA and Mexico | trade |
| Trend estimation with controlled smoothing. | trend_estimate |
