hafen/stlplus: Enhanced Seasonal Decomposition of Time Series by Loess

Decompose a time series into seasonal, trend, and remainder components using an implementation of Seasonal Decomposition of Time Series by Loess (STL) that provides several enhancements over the STL method in the stats package. These enhancements include handling missing values, providing higher order (quadratic) loess smoothing with automated parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot methods for diagnostics.

Getting started

Package details

MaintainerRyan Hafen <rhafen@gmail.com>
LicenseBSD_3_clause + file LICENSE
URL https://github.com/hafen/stlplus
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
hafen/stlplus documentation built on May 17, 2019, 2:24 p.m.