Description Usage Arguments Value Examples
smoothrb
smoothes a time series robustly by using Huber's psi-function.
The initialisation uses a moving median.
1 |
y |
the series, a vector or a time series |
beta |
smoothing parameter (The larger beta is, the smoother will the smooth component g be.) |
q |
length of running median which is used to get initial values |
g vector, the smooth component
1 2 3 4 |
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