Package: smoots 1.1.4

smoots: Nonparametric Estimation of the Trend and Its Derivatives in TS

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>.

Authors:Yuanhua Feng [aut], Sebastian Letmathe [aut], Dominik Schulz [aut, cre], Thomas Gries [ctb], Marlon Fritz [ctb]

smoots_1.1.4.tar.gz
smoots_1.1.4.zip(r-4.5)smoots_1.1.4.zip(r-4.4)smoots_1.1.4.zip(r-4.3)
smoots_1.1.4.tgz(r-4.4-x86_64)smoots_1.1.4.tgz(r-4.4-arm64)smoots_1.1.4.tgz(r-4.3-x86_64)smoots_1.1.4.tgz(r-4.3-arm64)
smoots_1.1.4.tar.gz(r-4.5-noble)smoots_1.1.4.tar.gz(r-4.4-noble)
smoots_1.1.4.tgz(r-4.4-emscripten)smoots_1.1.4.tgz(r-4.3-emscripten)
smoots.pdf |smoots.html✨
smoots/json (API)
NEWS

# Install 'smoots' in R:
install.packages('smoots', repos = c('https://dschulz13.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • dax - German Stock Market Index (DAX) Financial Time Series Data
  • gdpUS - Quarterly US GDP, Q1 1947 to Q2 2019
  • tempNH - Mean Monthly Northern Hemisphere Temperature Changes
  • vix - CBOE Volatility Index (VIX) Financial Time Series Data

On CRAN:

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

2.65 score 3 packages 6 scripts 324 downloads 14 exports 21 dependencies

Last updated 1 years agofrom:50d91eb61d. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 04 2024
R-4.5-win-x86_64OKNov 04 2024
R-4.5-linux-x86_64OKNov 04 2024
R-4.4-win-x86_64OKNov 04 2024
R-4.4-mac-x86_64OKNov 04 2024
R-4.4-mac-aarch64OKNov 04 2024
R-4.3-win-x86_64OKNov 04 2024
R-4.3-mac-x86_64OKNov 04 2024
R-4.3-mac-aarch64OKNov 04 2024

Exports:bootCastconfBoundscritMatrixdsmoothgsmoothknsmoothmodelCastmsmoothnormCastoptOrdrescalerollCasttrendCasttsmooth

Dependencies:clicodetoolscrayondigestfuturefuture.applyglobalsgluehmslifecyclelistenvparallellypkgconfigprettyunitsprogressprogressrR6RcppRcppArmadillorlangvctrs