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DESCRIPTION
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DESCRIPTION
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Package: rjd3filters
Type: Package
Title: Trend-Cycle Extraction with Linear Filters based on JDemetra+ v3.x
Version: 2.1.1.9000
Authors@R: c(
person("Jean", "Palate", role = c("aut"),
email = "[email protected]"),
person("Alain", "Quartier-la-Tente", role = c("aut","cre"),
email = "[email protected]",
comment = c(ORCID = "0000-0001-7890-3857")),
person("Tanguy", "Barthelemy", role = c("ctb"),
email ="[email protected]"),
person("Anna", "Smyk", role = c("ctb"),
email ="[email protected]")
)
Description: This package provides functions to build and apply symmetric
and asymmetric moving averages (= linear filters) for trend-cycle extraction.
In particular, it implements several modern approaches for real-time estimates
from the viewpoint of revisions and time delay in detecting turning points.
It includes the local polynomial approach of Proietti and Luati (2008), the
Reproducing Kernel Hilbert Space (RKHS) of Dagum and Bianconcini (2008) and
the Fidelity-Smoothness-Timeliness approach of Grun-Rehomme, Guggemos, and Ladiray (2018).
It is based on Java libraries developped in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.
Depends:
R (>= 4.1.0)
Imports:
rJava (>= 1.0-6),
methods,
MASS,
graphics,
stats,
rjd3toolkit (> 3.2.4)
Remotes:
github::rjdverse/rjd3toolkit
SystemRequirements: Java (>= 17)
License: file LICENSE
LazyData: TRUE
URL: https://github.com/rjdverse/rjd3filters, https://rjdverse.github.io/rjd3filters/
Suggests:
knitr,
rmarkdown
VignetteBuilder: knitr
RoxygenNote: 7.3.2
Roxygen: list(markdown = TRUE)
Encoding: UTF-8