stlplus: Enhanced Seasonal Decomposition of Time Series by Loess

Decompose a time series into seasonal, trend, and remainder components using an implementation of Seasonal Decomposition of Time Series by Loess (STL) that provides several enhancements over the STL method in the stats package. These enhancements include handling missing values, providing higher order (quadratic) loess smoothing with automated parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot methods for diagnostics.

Version: 0.5.1
Imports: lattice, yaImpute, stats, Rcpp
LinkingTo: Rcpp
Suggests: testthat
Published: 2016-01-06
DOI: 10.32614/CRAN.package.stlplus
Author: Ryan Hafen [aut, cre]
Maintainer: Ryan Hafen <rhafen at>
License: BSD_3_clause + file LICENSE
NeedsCompilation: yes
Materials: README
In views: MissingData, TimeSeries
CRAN checks: stlplus results


Reference manual: stlplus.pdf


Package source: stlplus_0.5.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): stlplus_0.5.1.tgz, r-oldrel (arm64): stlplus_0.5.1.tgz, r-release (x86_64): stlplus_0.5.1.tgz, r-oldrel (x86_64): stlplus_0.5.1.tgz

Reverse dependencies:

Reverse imports: ATAforecasting, KarsTS, PVplr, TTAinterfaceTrendAnalysis
Reverse suggests: bfast


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