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-4.7)smoots_1.1.4.zip(r-4.6)smoots_1.1.4.zip(r-4.5)
smoots_1.1.4.tgz(r-4.6-x86_64)smoots_1.1.4.tgz(r-4.6-arm64)smoots_1.1.4.tgz(r-4.5-x86_64)smoots_1.1.4.tgz(r-4.5-arm64)
smoots_1.1.4.tar.gz(r-4.7-arm64)smoots_1.1.4.tar.gz(r-4.7-x86_64)smoots_1.1.4.tar.gz(r-4.6-arm64)smoots_1.1.4.tar.gz(r-4.6-x86_64)
smoots_1.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
smoots/json (API)

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

Conda:

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

openblascppopenmp

2.78 score 4 packages 6 scripts 473 downloads 14 exports 21 dependencies

Last updated from:50d91eb61d. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK174
linux-devel-x86_64OK176
source / vignettesOK162
linux-release-arm64OK196
linux-release-x86_64OK169
macos-release-arm64OK118
macos-release-x86_64OK419
macos-oldrel-arm64OK114
macos-oldrel-x86_64OK418
windows-develOK238
windows-releaseOK158
windows-oldrelOK149
wasm-releaseOK154

Exports:bootCastconfBoundscritMatrixdsmoothgsmoothknsmoothmodelCastmsmoothnormCastoptOrdrescalerollCasttrendCasttsmooth

Dependencies:clicodetoolscrayondigestfuturefuture.applyglobalsgluehmslifecyclelistenvparallellypkgconfigprettyunitsprogressprogressrR6RcppRcppArmadillorlangvctrs