The Smoothing Functions
We provide functions for classical smoothing and smoothing using running
medians. In addition there is a rather simple kernel smoother. Most of the
functions allow some kind of plotting.
- tsplot(x):plots the series x
- odd(k): function is true if k is odd
- window(x,w,pt=T):smooths x using a window w. Plots unless pt is set to F
- msmooth(x,k,pt=T):smooths using a running median of length k. Plots unless pt is set to F
- swindow(x, k,pt=T):smooths using an equally weigted moving average of
length k .Plots unless pt is set to F
- swindow2(x, k,pt=T) :as swindow but non-overlayed plots
- swindow3 (x, k, pt = T) :as swindow but also produces estimates of
the seasonals.
- ksmoothall(x,y,h,pt=T):smooths a series using an Epanachov kernal, bandwidth
h. y is the series to be smooth and x the time sequence.
- ksmooth(x, y, h, val) :an auxilary routine for kernel smoothing
- kern(h, u) : an auxilary routine for kernel smoothing
- epan(u):an auxilary routine for kernel smoothing
For the code go here