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.

Documentation

Manual: stlplus.pdf
Vignette: None available.

Maintainer: Ryan Hafen <rhafen at gmail.com>

Author(s): Ryan Hafen*

Install package and any missing dependencies by running this line in your R console:

install.packages("stlplus")

Depends
Imports lattice, yaImpute, stats, Rcpp
Suggests testthat
Enhances
Linking to Rcpp
Reverse
depends
Reverse
imports
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package stlplus
Materials
URL https://github.com/hafen/stlplus
Task Views TimeSeries
Version 0.5.1
Published 2016-01-06
License BSD_3_clause + file LICENSE
BugReports https://github.com/hafen/stlplus/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks stlplus check results
Package source stlplus_0.5.1.tar.gz