| Name : R-smoots
| |
| Version : 1.1.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 2.17
| Date : 2024-09-12 10:41:29
|
| Group : Development/Libraries/Other
| Source RPM : R-smoots-1.1.4-2.17.src.rpm
|
| Size : 0.91 MB
| |
| Packager : (none)
| |
| Summary : Nonparametric Estimation of the Trend and Its Derivatives in TS
|
Description :
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
