smooth
From timeSeries v3022.101.2
by Tobias Setz
Smoothes Time Series Objects
Smoothes a 'timeSeries' object.
 Keywords
 chron
Usage
smoothLowess(x, f = 0.5, ...)
smoothSpline(x, spar = NULL, ...)
smoothSupsmu(x, bass = 5, ...)
Arguments
 x
 an univariate 'timeSeries' object.
 f
 the lowess smoother span. This gives the proportion of points in the plot which influence the smooth at each value. Larger values give more smoothness.
 spar

smoothing parameter, typically (but not necessarily) in
(0,1]. By default
NULL
, i.e. the value will be automatically selected.  bass
 controls the smoothness of the fitted curve. Values of up to 10 indicate increasing smoothness.
 ...
 optional arguments to be passed to the underlying smoothers.
Details
The functions smoothLowess
, smoothSpline
, smoothSupsmu
allow to smooth timeSerie
object. The are interfaces to the
function lowess
, supmsu
. and smooth.spline
in R's
stats
package.
The ...
arguments allow to pass optional arguments to the
underlying stats
functions and tailor the smoothing process.
We refer to the manual pages of these functions for a proper setting
of these options.
Value
 returns a bivariate 'timeSeries' object, the first column holds the original
time series data, the second the smoothed series.
Examples
library(timeSeries)
## Use Close from MSFT's Price Series 
head(MSFT)
MSFT.CLOSE < MSFT[, "Close"]
head(MSFT.CLOSE)
## Plot Original and Smoothed Series by Lowess 
MSFT.LOWESS < smoothLowess(MSFT.CLOSE, f = 0.1)
head(MSFT.LOWESS)
plot(MSFT.LOWESS)
title(main = "Close  Lowess Smoothed")
## Plot Original and Smoothed Series by Splines 
MSFT.SPLINE < smoothSpline(MSFT.CLOSE, spar = 0.4)
head(MSFT.SPLINE)
plot(MSFT.SPLINE)
title(main = "Close  Spline Smoothed")
## Plot Original and Smoothed Series by Supsmu 
MSFT.SUPSMU < smoothSupsmu(MSFT.CLOSE)
head(MSFT.SUPSMU)
plot(MSFT.SUPSMU)
title(main = "Close  Spline Smoothed")
Community examples
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