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 <[email protected]>
MaintainerRyan Hafen <[email protected]>
LicenseGPL (version 2 or later)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
hafen/operator documentation built on May 14, 2017, 10:18 p.m.