stlplus: Enhanced Seasonal Decomposition of Time Series by Loess

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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.

Author
Ryan Hafen [aut, cre]
Date of publication
2016-01-06 10:42:19
Maintainer
Ryan Hafen <rhafen@gmail.com>
License
BSD_3_clause + file LICENSE
Version
0.5.1
URLs

View on CRAN

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

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