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>.
| Version: | 2.0.1 |
| Depends: | R (≥ 2.10) |
| Imports: | fracdiff, stats, utils,smoots, graphics, grDevices,Rcpp,future,furrr,ggplot2 |
| LinkingTo: | Rcpp,RcppArmadillo |
| Published: | 2024-05-07 |
| DOI: | 10.32614/CRAN.package.esemifar |
| Author: | Yuanhua Feng [aut] (Paderborn University, Germany), Jan Beran [aut] (University of Konstanz, Germany), Sebastian Letmathe [aut] (Paderborn University, Germany), Dominik Schulz [aut, cre] (Paderborn University, Germany) |
| Maintainer: | Dominik Schulz <dominik.schulz at uni-paderborn.de> |
| License: | GPL-3 |
| URL: | https://wiwi.uni-paderborn.de/en/dep4/feng/ |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| In views: | TimeSeries |
| CRAN checks: | esemifar results |
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