rmaf: Refined Moving Average Filter

Uses refined moving average filter based on the optimal and data-driven moving average lag q or smoothing spline to estimate trend and seasonal components, as well as irregularity (residuals) for univariate time series or data.

Package details

AuthorDebin Qiu
MaintainerDebin Qiu <debinqiu@uga.edu>
LicenseGPL (>= 2)
Version3.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rmaf")

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rmaf documentation built on May 2, 2019, 12:36 p.m.