It performs the smoothing approach provided by penalized least squares for univariate and bivariate time series, as proposed by Guerrero (2007) and Gerrero et al. (2017). This allows to estimate the time series trend by controlling the amount of resulting (joint) smoothness. — Guerrero, V.M (2007) <doi:10.1016/j.spl.2007.03.006>. Guerrero, V.M; Islas-Camargo, A. and Ramirez-Ramirez, L.L. (2017) <doi:10.1080/03610926.2015.1133826>.
Version: 0.1.0 Depends: R (≥ 3.5.0) Imports: ggplot2 (≥ 3.2.0), MASS (≥ 7.3.0), gridExtra (≥ 2.3.0), Matrix (≥ 1.2.0) Published: 2019-07-15 DOI: 10.32614/CRAN.package.TSsmoothing Author: L. Leticia Ramirez-Ramirez [aut, cre], Alejandro Islas-Camargo [aut], Victor M. Guerrero [aut] Maintainer: L. Leticia Ramirez-Ramirez <leticia.ramirez at cimat.mx> License: GPL-3 NeedsCompilation: no CRAN checks: TSsmoothing results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=TSsmoothing to link to this page.
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