rpatrec (version 1.0.1)

kernel: Perform Kernel Regression on Time Series Data

Description

Perform kernel regression in line with Lo et al. (2000). Either specify a bandwidth or let it be determined automatically.

Usage

kernel(input, bandwidth = "auto")

Arguments

input

Vector of Time Series Data

bandwidth

numerical

Choice of Bandwith

'auto'

Choose bandwith automatically by Cross Validation for the given sample

Value

Vector containing smoothed time series data, prints the bandwidth used.

Details

For an overview of the package capabilities, click here rpatrec.

Examples

## Not run: ------------------------------------
# #create a standard HS pattern:
# a <- generator()
# #add noise to this patterns
# b <- noise(a,'white',10)
# #smooth to regain the signal
# c <- kernel(b,2)
## ---------------------------------------------