smoothedValuesRobust: Smoothed Values

Description Usage Arguments Value Author(s)

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

1
2
  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



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