cleanedSeries | Exponential Smoothing Robust Cleaned Series |
covariance-package | Methods to estimate covariance matrices |
covEstimate | Estimate covariance matrix |
detectOutliers | Outlier Detection |
ExponentialSmoothing | Exponential Smoothing Constructor |
forecastSeries | Exponential Smoothing Forecast |
jsShrink | James-Stein type shrinkage estimate of covariance matrix |
lwShrink | Ledoit-Wolf shrinkage covariance estimate |
objLambdaClassic | Objective function to find optimal smoothing matrix using... |
objLambdaRobust | Objective function to find optimal smoothing matrix using... |
scaleEstimate | Robust local estimate of scale |
smoothedSeries | Exponential Smoothing Smoothed Values |
smoothedValuesRobust | Smoothed Values |
solveLambda | Solve for the optimal smoothing matrix |
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