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Decompose a time series into seasonal, trend, and remainder components using an implementation of Seasonal Decomposition of Time Series by Loess (STL) that provides several enhancements over the STL method in the stats package. These enhancements include handling missing values, providing higher order (quadratic) loess smoothing with automated parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot methods for diagnostics.
| Version: | 0.5.1 |
| Imports: | lattice, yaImpute, stats, Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | testthat |
| Published: | 2016-01-06 |
| Author: | Ryan Hafen [aut, cre] |
| Maintainer: | Ryan Hafen <rhafen at gmail.com> |
| BugReports: | https://github.com/hafen/stlplus/issues |
| License: | BSD_3_clause + file LICENSE |
| URL: | https://github.com/hafen/stlplus |
| NeedsCompilation: | yes |
| Materials: | README |
| In views: | MissingData, TimeSeries |
| CRAN checks: | stlplus results |
| Reference manual: | stlplus.pdf |
| Package source: | stlplus_0.5.1.tar.gz |
| Windows binaries: | r-devel: stlplus_0.5.1.zip, r-release: stlplus_0.5.1.zip, r-oldrel: stlplus_0.5.1.zip |
| macOS binaries: | r-release (arm64): stlplus_0.5.1.tgz, r-oldrel (arm64): stlplus_0.5.1.tgz, r-release (x86_64): stlplus_0.5.1.tgz, r-oldrel (x86_64): stlplus_0.5.1.tgz |
| Reverse imports: | ATAforecasting, KarsTS, PVplr, TTAinterfaceTrendAnalysis |
| Reverse suggests: | bfast |
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