smoothedValuesRobust: Smoothed Values
In fincov: Methods for estimating covariance matrices
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
fincov documentation built on May 2, 2019, 5:17 p.m.
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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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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