smoots
1.1.4Nonparametric Estimation of the Trend and Its Derivatives in TS
Overview
The nonparametric trend and its derivatives in equidistant time series (TS) with short-memory stationary 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. A Nadaraya-Watson kernel smoother is also built-in as a comparison. With version 1.1.0, a linearity test for the trend function, forecasting methods and backtesting approaches are implemented as well. The smoothing methods of the package are described in Feng, Y., Gries, T., and Fritz, M. (2020) doi:10.1080/10485252.2020.1759598.
Install
Health
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-04-2214 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 2 earlier snapshots
- ERROR2026-04-1813 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 79%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 52%
Downloads
Dependencies
Code & Tests
Datasets
People & History
7 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.1.4Latest
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.1.32021-10-09 · diff ↗
- 1.1.22021-10-06 · diff ↗
- 1.1.12021-09-22 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.1.02021-05-12 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.0.12019-12-02 · diff ↗
- 1.0.02019-11-26
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-11-26
- Total releases
- 7 / 7 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 165 KB / 4 files
- Download size
- 419 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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