r-esemifar 2.0.1
Propagated dependencies: r-smoots@1.1.4 r-rcpparmadillo@14.0.2-1 r-rcpp@1.0.13-1 r-ggplot2@3.5.1 r-future@1.34.0 r-furrr@0.3.1 r-fracdiff@1.5-3
Channel: guix-cran
Home page: https://wiwi.uni-paderborn.de/en/dep4/feng/
Licenses: GPL 3
Synopsis: Smoothing Long-Memory Time Series
Description:
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>.
Total results: 1