Welcome to ClientVPS Mirrors

CRAN: Package TSsmoothing

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>.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: ggplot2 (≥ 3.2.0), MASS (≥ 7.3.0), gridExtra (≥ 2.3.0), Matrix (≥ 1.2.0)
Published: 2019-07-15
DOI: 10.32614/CRAN.package.TSsmoothing
Author: L. Leticia Ramirez-Ramirez [aut, cre], Alejandro Islas-Camargo [aut], Victor M. Guerrero [aut]
Maintainer: L. Leticia Ramirez-Ramirez <leticia.ramirez at cimat.mx>
License: GPL-3
NeedsCompilation: no
CRAN checks: TSsmoothing results

Documentation:

Reference manual: TSsmoothing.html , TSsmoothing.pdf

Downloads:

Package source: TSsmoothing_0.1.0.tar.gz
Windows binaries: r-devel: TSsmoothing_0.1.0.zip, r-release: TSsmoothing_0.1.0.zip, r-oldrel: TSsmoothing_0.1.0.zip
macOS binaries: r-release (arm64): TSsmoothing_0.1.0.tgz, r-oldrel (arm64): TSsmoothing_0.1.0.tgz, r-release (x86_64): TSsmoothing_0.1.0.tgz, r-oldrel (x86_64): TSsmoothing_0.1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=TSsmoothing to link to this page.

Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.

This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.