stlplus: Enhanced Seasonal Decomposition of Time Series by Loess

Decompose a time series into seasonal, trend, and remainder components using an implementation of Seasonal Decomposition of Time Series by Loess (STL) that provides several enhancements over the STL method in the stats package. These enhancements include handling missing values, providing higher order (quadratic) loess smoothing with automated parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot methods for diagnostics.

AuthorRyan Hafen [aut, cre]
Date of publication2016-01-06 10:42:19
MaintainerRyan Hafen <rhafen@gmail.com>
LicenseBSD_3_clause + file LICENSE
Version0.5.1
https://github.com/hafen/stlplus

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Files in this package

stlplus
stlplus/tests
stlplus/tests/testthat.R
stlplus/tests/testthat
stlplus/tests/testthat/tests.R
stlplus/src
stlplus/src/interp.cpp
stlplus/src/ma.cpp
stlplus/src/loess.cpp
stlplus/src/RcppExports.cpp
stlplus/NAMESPACE
stlplus/R
stlplus/R/stlplus.R stlplus/R/cpp_wrappers.R stlplus/R/accessors.R stlplus/R/plots.R stlplus/R/RcppExports.R stlplus/R/loess_stl.R
stlplus/README.md
stlplus/MD5
stlplus/DESCRIPTION
stlplus/man
stlplus/man/stlplus.Rd stlplus/man/plot_cycle.Rd stlplus/man/plot.stlplus.Rd stlplus/man/plot_trend.Rd stlplus/man/plot_seasonal.Rd stlplus/man/plot_rembycycle.Rd stlplus/man/accessors.Rd
stlplus/LICENSE

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

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