stlplus

Build Status

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This package contains enhancements to the Seasonal Trend Decomposition using Loess (STL) implementation that comes with base R, stl().

Here are some of the added features over stl():

For (very) experimental inference, prediction, and variance reduction at endpoints, see the operator package.

References

Installation

devtools::install_github("hafen/stlplus")

License

This software is released under the BSD license. Please read the license document.