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) . Guerrero, V.M; Islas-Camargo, A. and Ramirez-Ramirez, L.L. (2017) .


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install.packages("TSsmoothing")

0.1.0 by L. Leticia Ramirez-Ramirez, 2 months ago


Browse source code at https://github.com/cran/TSsmoothing


Authors: L. Leticia Ramirez-Ramirez [aut, cre] , Alejandro Islas-Camargo [aut] , Victor M. Guerrero [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports ggplot2, MASS, gridExtra, Matrix


See at CRAN