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esemifar

Smoothing Long-Memory Time Series

v2.0.1 · May 7, 2024 · GPL-3

Description

The nonparametric trend and its derivatives in equidistant time series (TS) with long-memory errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. The smoothing methods of the package are described in Letmathe, S., Beran, J. and Feng, Y., (2023) <doi:10.1080/03610926.2023.2276049>.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (2)

imports

Dependency Network

Dependencies Reverse dependencies fracdiff smoots Rcpp future furrr ggplot2 fEGarch ufRisk esemifar

Version History

new 2.0.1 Mar 10, 2026
updated 2.0.1 ← 2.0.0 diff May 6, 2024
updated 2.0.0 ← 1.0.2 diff May 1, 2024
updated 1.0.2 ← 1.0.1 diff Oct 21, 2023
updated 1.0.1 ← 1.0.0 diff Nov 5, 2021
new 1.0.0 Oct 27, 2021