esemifar

Smoothing Long-Memory Time Series

CRAN Package

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.

  • Version2.0.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release05/07/2024

Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports6 packages
  • Linking To2 packages
  • Reverse Imports1 package