stR: STR Decomposition
Version 0.3

Methods for decomposing seasonal data: STR (a Seasonal-Trend decomposition procedure based on Regression) and Robust STR. In some ways, STR is similar to Ridge Regression and Robust STR can be related to LASSO. They allow for multiple seasonal components, multiple linear covariates with constant, flexible and seasonal influence. Seasonal patterns (for both seasonal components and seasonal covariates) can be fractional and flexible over time; moreover they can be either strictly periodic or have a more complex topology. The methods provide confidence intervals for the estimated components. The methods can be used for forecasting.

AuthorAlexander Dokumentov, Rob J Hyndman
Date of publication2017-01-06 14:44:22
MaintainerAlexander Dokumentov <alexander.dokumentov@gmail.com>
LicenseGPL (>= 2)
Version0.3
URL https://bitbucket.org/alexanderdokumentov/strpackage
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("stR")

Getting started

Package stR"

Popular man pages

AutoSTR: Automatic STR decomposition for time series data
calls: Number of phone calls dataset
control: Common argument
electricity: Electricity consumption dataset
gapCV: Common argument
pattern: Common argument
robust: Common argument
See all...

All man pages Function index File listing

Man pages

AutoSTR: Automatic STR decomposition for time series data
calls: Number of phone calls dataset
components: Extract STR components
confidence: Common argument
control: Common argument
data: Common argument
electricity: Electricity consumption dataset
gapCV: Common argument
grocery: Grocery and supermarkets turnover
heuristicSTR: Automatic STR decomposition with heuristic search of the...
lambdas: Common argument
nFold: Common argument
nMCIter: Common argument
pattern: Common argument
plotBeta: Plots the varying beta coefficients of decomposition
plot.STR: Plots the results of decomposition
predictors: Common argument
reltol: Common argument
reportDimensionsOnly: Common argument
robust: Common argument
RSTRmodel: Robust STR decomposition
seasadj.STR: Seasonal adjustment based on STR
solver: Common argument
STR: Automatic STR decomposition
strDesign: Common argument
STRmodel: STR decomposition
trace: Common argument

Functions

AutoSTR Man page Source code
RSTR_ Source code
RSTRmodel Man page Source code
STR Man page Source code
STRDesign Source code
STR_ Source code
STRmodel Man page Source code
calls Man page
components Man page Source code
confidence Man page
constructorMatrix Source code
control Man page
createLambdas Source code
createLayoutMatrix Source code
data Man page
electricity Man page
ensure Source code
extractP Source code
extractPattern Source code
gapCV Man page
getDataToPlot Source code
getISigma Source code
getLegend Source code
getLimits Source code
getLowerUpperRSTR Source code
getYlab Source code
grocery Man page
heuristicSTR Man page Source code
lambdaMatrix Source code
lambdas Man page
lmSolver Source code
lsmr Source code
nFold Man page
nFoldRSTRCV Source code
nFoldSTRCV Source code
nMCIter Man page
pattern Man page
plot.STR Man page Source code
plotBeta Man page Source code
predictors Man page
reltol Man page
reportDimensionsOnly Man page
robust Man page
seasadj Man page Source code
seasadj.STR Man page Source code
solver Man page
strDesign Man page
trace Man page
upLambdas Source code

Files

inst
inst/doc
inst/doc/stRvignette.R
inst/doc/stRvignette.Rmd
inst/doc/stRvignette.html
tests
tests/testthat.R
tests/testthat
tests/testthat/Rplots.pdf
tests/testthat/test_STR.R
NAMESPACE
data
data/electricity.RData
data/calls.RData
data/grocery.RData
Changelog
R
R/RSTR.R
R/STR.R
R/grocery.R
R/seasadj.R
R/lsmr.R
R/calls.R
R/lmSolver.R
R/electricity.R
R/components.R
R/plotBeta.R
R/cg.R
R/documentation.R
R/heuristicSTR.R
R/mstsWrapper.R
R/plot.str.R
vignettes
vignettes/logGrOutl.stR.robust.RDS
vignettes/co2.fit.tbats.RDS
vignettes/elec.fit.RDS
vignettes/logGrOutl.stR.RDS
vignettes/elec.fit.forecasting.RDS
vignettes/taylor.fit.stR.RDS
vignettes/gr.fit.stR.RDS
vignettes/elec.fit.2.forecasting.RDS
vignettes/calls.fit.RDS
vignettes/stRvignette.Rmd
vignettes/gr.fit.2.stR.RDS
vignettes/co2.fit.stR.RDS
MD5
build
build/vignette.rds
DESCRIPTION
man
man/pattern.Rd
man/lambdas.Rd
man/nFold.Rd
man/plot.STR.Rd
man/grocery.Rd
man/trace.Rd
man/STR.Rd
man/electricity.Rd
man/confidence.Rd
man/robust.Rd
man/heuristicSTR.Rd
man/components.Rd
man/calls.Rd
man/RSTRmodel.Rd
man/gapCV.Rd
man/control.Rd
man/data.Rd
man/predictors.Rd
man/AutoSTR.Rd
man/strDesign.Rd
man/reportDimensionsOnly.Rd
man/STRmodel.Rd
man/plotBeta.Rd
man/reltol.Rd
man/seasadj.STR.Rd
man/nMCIter.Rd
man/solver.Rd
stR documentation built on May 19, 2017, 1:31 p.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.