debinqiu/rmaf: Refined Moving Average Filter

Uses refined moving average filter based on the optimal and data-driven moving average lag q or smoothing spline to estimate trend and seasonal components, as well as irregularity (residuals) for univariate time series or data.

Getting started

Package details

AuthorDebin Qiu
MaintainerDebin Qiu <[email protected]>
LicenseGPL (>= 2)
Version3.0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("debinqiu/rmaf")
debinqiu/rmaf documentation built on May 12, 2017, 9:54 p.m.