hafen/operator: Loess and STL operator matrix computation for time series

Computes the operator matrices for local polynomial smoothing methods (loess and STL) applied to time series (or any equally-spaced design setting). Includes capabilities for model selection, prediction, and confidence intervals.

Getting started

Package details

AuthorRyan Hafen <rhafen@alumni.purdue.edu>
MaintainerRyan Hafen <rhafen@alumni.purdue.edu>
LicenseGPL (version 2 or later)
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("hafen/operator")
hafen/operator documentation built on May 17, 2019, 2:23 p.m.