Smoothed Values

Description

Exponential smoothing smoothed values using robust estimates. The time index for the computed robust smoothed values will be the same as the index of cleaned_series and smoothed_values.

Usage

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  smoothedValuesRobust(Lambda, cleaned_series,
    smoothed_values, starting_values)

Arguments

Lambda
cleaned_series

xts of cleaned series

smoothed_values

xts of smoothed values

starting_values

starting values to use for initial condition when computing robust smoothed values

Value

xts object of robust smoothed values

Author(s)

Ross Bennett