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")
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