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]

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10 exports 0.71 score 46 dependencies 1 dependents 1 scripts 393 downloads

Last updated 4 months agofrom:39efaf28b5. Checks:OK: 9. Indexed: yes.

Exports:arma_to_ararma_to_macritMatlmd_to_coefdsmoothlmesemifarfarima_to_arfarima_to_magsmoothtsmoothlm

Dependencies:clicodetoolscolorspacecrayondigestfansifarverfracdifffurrrfuturefuture.applyggplot2globalsgluegtablehmsisobandlabelinglatticelifecyclelistenvmagrittrMASSMatrixmgcvmunsellnlmeparallellypillarpkgconfigprettyunitsprogressprogressrpurrrR6RColorBrewerRcppRcppArmadillorlangscalessmootstibbleutf8vctrsviridisLitewithr