HTS.exponential.smoothing: Smoothing with exponential smoothing of a histogram time...
In HistDAWass: Histogram-Valued Data Analysis
View source: R/H_time_series.R
HTS.exponential.smoothing R Documentation
Smoothing with exponential smoothing of a histogram time series
Description
(Beta verson of) Extends theexponential smoothing of a time
series to a histogram time series,using L2 Wasserstein distance.
Usage
HTS.exponential.smoothing(HTS, alpha = 0.9)
Arguments
HTS
A HTS object (a histogram time series).
alpha
a number between 0 and 1 for exponential smoothing
Value
a list with the results of the smoothing procedure.
Slots
smoothing.alphathe alpha parameter
AveragedHTSThe smoothed HTS
Examples
mov.expo.smooth <- HTS.exponential.smoothing(HTS = RetHTS, alpha = 0.8)
# a show method for HTS must be implemented you can see it using
# str(mov.expo.smooth$AveragedHTS)
HistDAWass documentation built on May 29, 2024, 1:27 a.m.
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View source: R/H_time_series.R
| HTS.exponential.smoothing | R Documentation |
Smoothing with exponential smoothing of a histogram time series
Description
(Beta verson of) Extends theexponential smoothing of a time series to a histogram time series,using L2 Wasserstein distance.
Usage
HTS.exponential.smoothing(HTS, alpha = 0.9)
Arguments
HTS |
A |
alpha |
a number between 0 and 1 for exponential smoothing |
Value
a list with the results of the smoothing procedure.
Slots
smoothing.alphathe alpha parameter
AveragedHTSThe smoothed HTS
Examples
mov.expo.smooth <- HTS.exponential.smoothing(HTS = RetHTS, alpha = 0.8)
# a show method for HTS must be implemented you can see it using
# str(mov.expo.smooth$AveragedHTS)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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