README.md

In debinqiu/rmaf: Refined Moving Average Filter

Description

This is a package called rmaf that contains a refined moving average filter using the optimal and data-driven moving average lag q to estimate the trend component, and then estimate seasonal component and irregularity for univariate time series or data.

Installation

To install the version from CRAN, simply run the following from an R console:

install.packages("rmaf")

or load the devtools package and use install_github as follows.

library(devtools)
install_github("debinqiu/rmaf")

Functions

For the detailed functions contained in rmaf package, use library(help = rmaf). For the details of arguments of each function, use the question mark '?' to access the help file in R console. For example, type the following commands in R console - moving average filter

?ma.filter

• smoothing spline filter

?ss.filter

• optimal and data-driven moving average lag

?qn

Application

A web application of rmaf using R shiny is available from https://dqiu.shinyapps.io/rmaf_webapp/. More examples can be refered to EXAMPLES.md file.

debinqiu/rmaf documentation built on May 15, 2019, 1:54 a.m.