Smoothes a 'timeSeries' object.

1 2 3 | ```
smoothLowess(x, f = 0.5, ...)
smoothSpline(x, spar = NULL, ...)
smoothSupsmu(x, bass = 5, ...)
``` |

`x` |
an univariate 'timeSeries' object. |

`f` |
the lowess smoother span. This gives the proportion of points in the plot which influence the smooth at each value. Larger values give more smoothness. |

`spar` |
smoothing parameter, typically (but not necessarily) in
(0,1]. By default |

`bass` |
controls the smoothness of the fitted curve. Values of up to 10 indicate increasing smoothness. |

`...` |
optional arguments to be passed to the underlying smoothers. |

The functions `smoothLowess`

, `smoothSpline`

, `smoothSupsmu`

allow to smooth `timeSerie`

object. The are interfaces to the
function `lowess`

, `supmsu`

. and `smooth.spline`

in R's
`stats`

package.

The `...`

arguments allow to pass optional arguments to the
underlying `stats`

functions and tailor the smoothing process.
We refer to the manual pages of these functions for a proper setting
of these options.

returns a bivariate 'timeSeries' object, the first column holds the original time series data, the second the smoothed series.

The R core team for the underlying smoother functions.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | ```
## Use Close from MSFT's Price Series -
head(MSFT)
MSFT.CLOSE <- MSFT[, "Close"]
head(MSFT.CLOSE)
## Plot Original and Smoothed Series by Lowess -
MSFT.LOWESS <- smoothLowess(MSFT.CLOSE, f = 0.1)
head(MSFT.LOWESS)
plot(MSFT.LOWESS)
title(main = "Close - Lowess Smoothed")
## Plot Original and Smoothed Series by Splines -
MSFT.SPLINE <- smoothSpline(MSFT.CLOSE, spar = 0.4)
head(MSFT.SPLINE)
plot(MSFT.SPLINE)
title(main = "Close - Spline Smoothed")
## Plot Original and Smoothed Series by Supsmu -
MSFT.SUPSMU <- smoothSupsmu(MSFT.CLOSE)
head(MSFT.SUPSMU)
plot(MSFT.SUPSMU)
title(main = "Close - Spline Smoothed")
``` |

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