kernel: Perform Kernel Regression on Time Series Data

Description Usage Arguments Details Value Examples

View source: R/smoother2.r

Description

Perform kernel regression in line with Lo et al. (2000). Either specify a bandwidth or let it be determined automatically.

Usage

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kernel(input, bandwidth = "auto")

Arguments

input

Vector of Time Series Data

bandwidth
numerical

Choice of Bandwith

'auto'

Choose bandwith automatically by Cross Validation for the given sample

Details

For an overview of the package capabilities, click here rpatrec.

Value

Vector containing smoothed time series data, prints the bandwidth used.

Examples

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## Not run: 
#create a standard HS pattern:
a <- generator()
#add noise to this patterns
b <- noise(a,'white',10)
#smooth to regain the signal
c <- kernel(b,2)

## End(Not run)

rpatrec documentation built on May 1, 2019, 11:17 p.m.