smoots (Q46957): Difference between revisions
From MaRDI portal
Removed claim: imports (P585): Rcpp (Q20394) |
Added link to MaRDI item. |
||||||||||||||
(7 intermediate revisions by 2 users not shown) | |||||||||||||||
Property / last update | |||||||||||||||
| |||||||||||||||
Property / last update: 9 October 2021 / rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: future / rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: future.apply / rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: progress / rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Data-driven local polynomial for the trend and its derivatives in economic time series / rank | |||||||||||||||
Property / software version identifier | |||||||||||||||
1.0.0 | |||||||||||||||
Property / software version identifier: 1.0.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / software version identifier: 1.0.0 / qualifier | |||||||||||||||
publication date: 26 November 2019
| |||||||||||||||
Property / software version identifier | |||||||||||||||
1.0.1 | |||||||||||||||
Property / software version identifier: 1.0.1 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / software version identifier: 1.0.1 / qualifier | |||||||||||||||
publication date: 2 December 2019
| |||||||||||||||
Property / software version identifier | |||||||||||||||
1.1.0 | |||||||||||||||
Property / software version identifier: 1.1.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / software version identifier: 1.1.0 / qualifier | |||||||||||||||
publication date: 12 May 2021
| |||||||||||||||
Property / software version identifier | |||||||||||||||
1.1.1 | |||||||||||||||
Property / software version identifier: 1.1.1 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / software version identifier: 1.1.1 / qualifier | |||||||||||||||
publication date: 22 September 2021
| |||||||||||||||
Property / software version identifier | |||||||||||||||
1.1.2 | |||||||||||||||
Property / software version identifier: 1.1.2 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / software version identifier: 1.1.2 / qualifier | |||||||||||||||
publication date: 6 October 2021
| |||||||||||||||
Property / software version identifier | |||||||||||||||
1.1.4 | |||||||||||||||
Property / software version identifier: 1.1.4 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / software version identifier: 1.1.4 / qualifier | |||||||||||||||
publication date: 11 September 2023
| |||||||||||||||
Property / last update | |||||||||||||||
11 September 2023
| |||||||||||||||
Property / last update: 11 September 2023 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / description | |||||||||||||||
The nonparametric trend and its derivatives in equidistant time series (TS) with short-memory stationary 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. A Nadaraya-Watson kernel smoother is also built-in as a comparison. With version 1.1.0, a linearity test for the trend function, forecasting methods and backtesting approaches are implemented as well. The smoothing methods of the package are described in Feng, Y., Gries, T., and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598>. | |||||||||||||||
Property / description: The nonparametric trend and its derivatives in equidistant time series (TS) with short-memory stationary 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. A Nadaraya-Watson kernel smoother is also built-in as a comparison. With version 1.1.0, a linearity test for the trend function, forecasting methods and backtesting approaches are implemented as well. The smoothing methods of the package are described in Feng, Y., Gries, T., and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598>. / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Yuanhua Feng / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Sebastian Letmathe / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Dominik Schulz / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / copyright license | |||||||||||||||
Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: stats / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: utils / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: graphics / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: grDevices / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: Rcpp / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports: Rcpp / qualifier | |||||||||||||||
software version identifier: ≥ 1.0.7 | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: future / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports: future / qualifier | |||||||||||||||
software version identifier: ≥ 1.22.1 | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: future.apply / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports: future.apply / qualifier | |||||||||||||||
software version identifier: ≥ 1.8.1 | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: progressr / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports: progressr / qualifier | |||||||||||||||
software version identifier: ≥ 0.8.0 | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: progress / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports: progress / qualifier | |||||||||||||||
software version identifier: ≥ 1.2.2 | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Data-driven local polynomial for the trend and its derivatives in economic time series / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / depends on software | |||||||||||||||
Property / depends on software: R / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 2.10 | |||||||||||||||
links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 21:56, 5 March 2024
Nonparametric Estimation of the Trend and Its Derivatives in TS
Language | Label | Description | Also known as |
---|---|---|---|
English | smoots |
Nonparametric Estimation of the Trend and Its Derivatives in TS |
Statements
11 September 2023
0 references
The nonparametric trend and its derivatives in equidistant time series (TS) with short-memory stationary 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. A Nadaraya-Watson kernel smoother is also built-in as a comparison. With version 1.1.0, a linearity test for the trend function, forecasting methods and backtesting approaches are implemented as well. The smoothing methods of the package are described in Feng, Y., Gries, T., and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598>.
0 references