robustSmooth: Robust smoothing

View source: R/global.R

robustSmoothR Documentation

Robust smoothing

Description

A wrapper for the functions robfilter::hybrid.filte and smooth.spline

Usage

robustSmooth(
  x,
  spar = NULL,
  width,
  method = "PRMMH",
  extrapolate = TRUE,
  minNonNAs = 3
)

Arguments

x

a numeric vector or (univariate) time series object.

spar

smoothing parameter, typically (but not necessarily) in (0,1]. See smooth.spline.

width

an odd positive integer (>=3) defining the window width used for fitting. See hybrid.filter.

method

a (vector of) character string(s) containing the method(s) to be used for the estimation of the signal level. Method choice: "MED", "RM", "MEAN", FMH, "PFMH", "CFMH", "MH", "PRMH", "CRMH", "MMH", "PRMMH", "CRMMH". See hybrid.filter.

extrapolate

a logical indicating whether the level estimations should be extrapolated to the edges of the time series. See hybrid.filter.

minNonNAs

a positive integer defining the minimum number of non-missing observationswithin each window (half) which is required for a 'sensible' estimation. See hybrid.filter.


emanuelhuber/RGPR documentation built on May 13, 2024, 9:31 p.m.