The set of smoothing functions used for time series analysis and in forecasting. Currently the package includes exponential smoothing models and SARIMA in state-space form + several simulation functions.
| Version: | 2.2.1 |
| Depends: | R (≥ 3.0.2) |
| Imports: | Rcpp (≥ 0.12.3), stats, graphics, forecast, nloptr, utils, zoo |
| LinkingTo: | Rcpp, RcppArmadillo (≥ 0.8.100.0.0) |
| Suggests: | Mcomp, numDeriv, testthat, knitr, rmarkdown |
| Published: | 2017-11-15 |
| Author: | Ivan Svetunkov [aut, cre] (Lecturer at Lancaster Centre for Marketing Analytics and Forecasting, UK) |
| Maintainer: | Ivan Svetunkov <ivan at svetunkov.ru> |
| BugReports: | https://github.com/config-i1/smooth/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/config-i1/smooth |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | smooth results |
| Reference manual: | smooth.pdf |
| Vignettes: |
ces() - Complex Exponential Smoothing es() - Exponential Smoothing ges() - Generalised Exponential Smoothing simulate(), sim.es(), sim.ssarima(), sim.ces() - simulate functions for ETS, SARIMA and CES sma() - Simple Moving Average smooth ssarima() - State-Space ARIMA ves() - Vector Exponential Smoothing |
| Package source: | smooth_2.2.1.tar.gz |
| Windows binaries: | r-devel: smooth_2.2.1.zip, r-release: smooth_2.2.1.zip, r-oldrel: smooth_2.2.1.zip |
| OS X El Capitan binaries: | r-release: smooth_2.2.1.tgz |
| OS X Mavericks binaries: | r-oldrel: smooth_2.2.1.tgz |
| Old sources: | smooth archive |
| Reverse depends: | MAPA |
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