stlplus: Enhanced Seasonal Decomposition of Time Series by Loess
Version 0.5.1

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.

Browse man pages Browse package API and functions Browse package files

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
URL https://github.com/hafen/stlplus
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("stlplus")

Man pages

accessors: Accessor functions for elements of an stl and stlplus object
plot_cycle: Cycle-Subseries Plot for an stlplus Object
plot_rembycycle: Plot of Remainder Component by Cycle-Subseries
plot_seasonal: Seasonal Diagnostic Plot for an stlplus Object
plot.stlplus: Lattice plot of the raw, seasonal, trend, and remainder...
plot_trend: Trend Diagnostic Plot for an stlplus Object
stlplus: Seasonal Decomposition of Time Series by Loess

Functions

c_interp Source code
c_loess Source code
c_ma Source code
fc Man page Source code
fitted.stl Man page Source code
fitted.stlplus Man page Source code
getraw Man page Source code
loess_stlplus Source code
midmean Source code
nterp Source code
plot.stlplus Man page Source code
plot_cycle Man page Source code
plot_rembycycle Man page Source code
plot_seasonal Man page Source code
plot_trend Man page Source code
predict.stl Man page Source code
predict.stlplus Man page Source code
remainder Man page Source code
remainder.stl Man page Source code
remainder.stlplus Man page Source code
seasonal Man page Source code
seasonal.stl Man page Source code
seasonal.stlplus Man page Source code
stlplus Man page Source code
stlplus.default Source code
stlplus.ts Man page Source code
stlplus.zoo Man page Source code
time.stl Man page Source code
time.stlplus Man page Source code
trend Man page Source code
trend.stl Man page Source code
trend.stlplus Man page Source code

Files

tests
tests/testthat.R
tests/testthat
tests/testthat/tests.R
src
src/interp.cpp
src/ma.cpp
src/loess.cpp
src/RcppExports.cpp
NAMESPACE
R
R/stlplus.R
R/cpp_wrappers.R
R/accessors.R
R/plots.R
R/RcppExports.R
R/loess_stl.R
README.md
MD5
DESCRIPTION
man
man/stlplus.Rd
man/plot_cycle.Rd
man/plot.stlplus.Rd
man/plot_trend.Rd
man/plot_seasonal.Rd
man/plot_rembycycle.Rd
man/accessors.Rd
LICENSE
stlplus documentation built on May 19, 2017, 5:55 p.m.