smoothing_level

lambda

<p>the correlation of the time series.</p>

<p>Function that reports the smoothing level for a given value of lambda, N and rho (=0 if univariate).</p>

It performs the smoothing approach provided by penalized least squares for univariate and bivariate time series, as proposed by Guerrero (2007) and Gerrero et al. (2017).
This allows to estimate the time series trend by controlling the amount of resulting (joint) smoothness.
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Guerrero, V.M (2007)  <DOI:10.1016/j.spl.2007.03.006>.
Guerrero, V.M; Islas-Camargo, A. and Ramirez-Ramirez, L.L. (2017) <DOI:10.1080/03610926.2015.1133826>.

smoothing_level: Smoothing value

Description

Usage

Arguments

Value