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>.
Version: 2.0.1 Depends: R (≥ 2.10) Imports: fracdiff, stats, utils, smoots, graphics, grDevices, Rcpp, future, furrr, ggplot2 LinkingTo: Rcpp, RcppArmadillo Published: 2024-05-07 DOI: 10.32614/CRAN.package.esemifar Author: Yuanhua Feng [aut] (Paderborn University, Germany), Jan Beran [aut] (University of Konstanz, Germany), Sebastian Letmathe [aut] (Paderborn University, Germany), Dominik Schulz [aut, cre] (Paderborn University, Germany) Maintainer: Dominik Schulz <dominik.schulz at uni-paderborn.de> License: GPL-3 URL: https://wiwi.uni-paderborn.de/en/dep4/feng/ NeedsCompilation: yes Materials: README, NEWS In views: TimeSeries CRAN checks: esemifar results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=esemifar to link to this page.
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