Package: esemifar 2.0.1

esemifar: Smoothing Long-Memory Time Series

The nonparametric trend and its derivatives in equidistant time series (TS) with long-memory 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. The smoothing methods of the package are described in Letmathe, S., Beran, J. and Feng, Y., (2023) <doi:10.1080/03610926.2023.2276049>.

Authors:Yuanhua Feng [aut], Jan Beran [aut], Sebastian Letmathe [aut], Dominik Schulz [aut, cre]

esemifar_2.0.1.tar.gz
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esemifar_2.0.1.tgz(r-4.6-x86_64)esemifar_2.0.1.tgz(r-4.6-arm64)esemifar_2.0.1.tgz(r-4.5-x86_64)esemifar_2.0.1.tgz(r-4.5-arm64)
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esemifar_2.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
esemifar/json (API)

# Install 'esemifar' in R:
install.packages('esemifar', repos = c('https://dschulz13.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • airLDN - Daily Observations of the Air Quality Index of London
  • gdpG7 - Quarterly G7 GDP, Q1 1962 to Q4 2019

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascpp

2.48 score 1 stars 2 packages 1 scripts 362 downloads 10 exports 37 dependencies

Last updated from:39efaf28b5. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK154
linux-devel-x86_64OK156
source / vignettesOK191
linux-release-arm64OK168
linux-release-x86_64OK158
macos-release-arm64OK105
macos-release-x86_64OK166
macos-oldrel-arm64OK112
macos-oldrel-x86_64OK254
windows-develOK147
windows-releaseOK115
windows-oldrelOK134
wasm-releaseOK171

Exports:arma_to_ararma_to_macritMatlmd_to_coefdsmoothlmesemifarfarima_to_arfarima_to_magsmoothtsmoothlm

Dependencies:clicodetoolscpp11crayondigestfarverfracdifffurrrfuturefuture.applyggplot2globalsgluegtablehmsisobandlabelinglifecyclelistenvmagrittrparallellypkgconfigprettyunitsprogressprogressrpurrrR6RColorBrewerRcppRcppArmadillorlangS7scalessmootsvctrsviridisLitewithr