Package: DCSmooth 1.1.2

Bastian Schaefer

DCSmooth: Nonparametric Regression and Bandwidth Selection for Spatial Models

Nonparametric smoothing techniques for data on a lattice and functional time series. Smoothing is done via kernel regression or local polynomial regression, a bandwidth selection procedure based on an iterative plug-in algorithm is implemented. This package allows for modeling a dependency structure of the error terms of the nonparametric regression model. Methods used in this paper are described in Feng/Schaefer (2021) <https://ideas.repec.org/p/pdn/ciepap/144.html>, Schaefer/Feng (2021) <https://ideas.repec.org/p/pdn/ciepap/143.html>.

Authors:Bastian Schaefer [aut, cre], Sebastian Letmathe [ctb], Yuanhua Feng [ths]

DCSmooth_1.1.2.tar.gz
DCSmooth_1.1.2.tar.gz(r-4.5-noble)DCSmooth_1.1.2.tar.gz(r-4.4-noble)
DCSmooth_1.1.2.tgz(r-4.4-emscripten)DCSmooth_1.1.2.tgz(r-4.3-emscripten)
DCSmooth.pdf |DCSmooth.html✨
DCSmooth/json (API)
NEWS

# Install 'DCSmooth' in R:

install.packages('DCSmooth', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

Datasets:

returns.alv - Returns of Allianz SE
temp.nunn - Temperatures from Nunn, CO
temp.yuma - Temperatures from Yuma, AZ
volumes.alv - Volumes of Allianz SE
wind.nunn - Wind Speed from Nunn, CO
wind.yuma - Wind Speed from Yuma, AZ
y.norm1 - Single Gaussian Peak
y.norm2 - Double Gaussian Peak
y.norm3 - Double Gaussian Ridges

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.70 score 5 scripts 205 downloads 11 exports 76 dependencies

Last updated 3 years agofrom:a26fd36e45. Checks:OK: 1 NOTE: 1. Indexed: no.

Target	Result	Date
Doc / Vignettes	OK	Sep 19 2024
R-4.5-linux-x86_64	NOTE	Sep 19 2024

Exports:dcs kernel.assign kernel.list qarma.est qarma.sim sarma.est sarma.sim set.options sfarima.est sfarima.sim surface.dcs

Dependencies:askpass base64enc bslib cachem cli codetools colorspace cpp11 crosstalk curl data.table digest doParallel dplyr evaluate fansi farver fastmap fontawesome foreach fracdiff fs generics ggplot2 glue gtable highr htmltools htmlwidgets httr isoband iterators jquerylib jsonlite knitr labeling later lattice lazyeval lifecycle magrittr MASS Matrix memoise mgcv mime munsell nlme openssl pillar pkgconfig plotly promises purrr R6 rappdirs RColorBrewer Rcpp RcppArmadillo rlang rmarkdown sass scales stringi stringr sys tibble tidyr tidyselect tinytex utf8 vctrs viridisLite withr xfun yaml

DCSmooth

Bastian Schaefer

Rendered fromDCSmooth.Rmdusingknitr::rmarkdownon Sep 19 2024.

Last update: 2021-10-21
Started: 2021-08-12

Help page	Topics
Nonparametric Regression and Bandwidth Selection for Spatial Models	DCSmooth-package DCSmooth
Nonparametric Double Conditional Smoothing for 2D Surfaces	dcs
Assign a Kernel Function	kernel.assign
Print a list of available kernels in the DCSmooth package	kernel.list
Contour Plot for the Double Conditional Smoothing	plot.dcs
Summarize Results from Double Conditional Smoothing	print.dcs
Print and Summarize Options for Double Conditional Smoothing	print.dcs_options
Print the Summary of a DCS estimation	print.summary_dcs
Print the Summary of a "sarma"/"sfarima" object	print.summary_sarma print.summary_sfarima
Residuals of "dcs"-object	residuals.dcs
Returns of Allianz SE	returns.alv
Estimation of an SARMA-process	qarma.est sarma.est
Simulation of a SARMA(p, q)-process	qarma.sim sarma.sim
Set Options for the DCS procedure	set.options
Estimation of a SFARIMA-process	sfarima.est
Simulation of a SFARIMA(p, q, d)-process	sfarima.sim
Summarizing Results from Double Conditional Smoothing	summary.dcs
Print and Summarize Options for Double Conditional Smoothing	summary.dcs_options
Summarizing SARMA/SFARIMA Estimation or Simulation	summary.sarma summary.sfarima
3D Surface Plot of "dcs"-object or numeric matrix	surface.dcs
Temperatures from Nunn, CO	temp.nunn
Temperatures from Yuma, AZ	temp.yuma
Volumes of Allianz SE	volumes.alv
Wind Speed from Nunn, CO	wind.nunn
Wind Speed from Yuma, AZ	wind.yuma
Single Gaussian Peak	y.norm1
Double Gaussian Peak	y.norm2
Double Gaussian Ridges	y.norm3

Package: DCSmooth 1.1.2

DCSmooth: Nonparametric Regression and Bandwidth Selection for Spatial Models

DCSmooth

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