Package: stlplus 0.5.1

stlplus: Enhanced Seasonal Decomposition of Time Series by Loess

Decompose a time series into seasonal, trend, and remainder components using an implementation of Seasonal Decomposition of Time Series by Loess (STL) that provides several enhancements over the STL method in the stats package. These enhancements include handling missing values, providing higher order (quadratic) loess smoothing with automated parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot methods for diagnostics.

Authors:Ryan Hafen [aut, cre]

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stlplus.pdf |stlplus.html
stlplus/json (API)

# Install 'stlplus' in R:
install.packages('stlplus', repos = c('https://hafen.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/hafen/stlplus/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

10 exports 62 stars 3.89 score 3 dependencies 5 dependents 3 mentions 58 scripts 1.6k downloads

Last updated 8 years agofrom:c4a812b9da. Checks:OK: 4 NOTE: 5. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 08 2024
R-4.5-win-x86_64NOTESep 08 2024
R-4.5-linux-x86_64NOTESep 08 2024
R-4.4-win-x86_64NOTESep 08 2024
R-4.4-mac-x86_64NOTESep 08 2024
R-4.4-mac-aarch64NOTESep 08 2024
R-4.3-win-x86_64OKSep 08 2024
R-4.3-mac-x86_64OKSep 08 2024
R-4.3-mac-aarch64OKSep 08 2024

Exports:fcgetrawplot_cycleplot_rembycycleplot_seasonalplot_trendremainderseasonalstlplustrend

Dependencies:latticeRcppyaImpute

Readme and manuals

Help Manual

Help pageTopics
Cycle-Subseries Plot for an stlplus Objectplot_cycle
Plot of Remainder Component by Cycle-Subseriesplot_rembycycle
Seasonal Diagnostic Plot for an stlplus Objectplot_seasonal
Trend Diagnostic Plot for an stlplus Objectplot_trend
Lattice plot of the raw, seasonal, trend, and remainder componentsplot.stlplus
Accessor functions for elements of an stl and stlplus objectfc fitted.stl fitted.stlplus getraw predict.stl predict.stlplus remainder remainder.stl remainder.stlplus seasonal seasonal.stl seasonal.stlplus time.stl time.stlplus trend trend.stl trend.stlplus
Seasonal Decomposition of Time Series by Loessstlplus stlplus.ts stlplus.zoo