DCSmooth-package {DCSmooth}

Nonparametric Regression and Bandwidth Selection for Spatial Models

Description

Nonparametric smoothing techniques for data on a lattice and functional time series. Smoothing is done via kernel regression or local polynomial regression, a bandwidth selection procedure based on an iterative plug-in algorithm is implemented. This package allows for modeling a dependency structure of the error terms of the nonparametric regression model. Methods used in this paper are described in Feng/Schaefer (2021) <https://ideas.repec.org/p/pdn/ciepap/144.html>, Schaefer/Feng (2021) <https://ideas.repec.org/p/pdn/ciepap/143.html>.

Package Content

Index of help topics:

DCSmooth-package        Nonparametric Regression and Bandwidth
                        Selection for Spatial Models
dcs                     Nonparametric Double Conditional Smoothing for
                        2D Surfaces
kernel.assign           Assign a Kernel Function
kernel.list             Print a list of available kernels in the
                        DCSmooth package
plot.dcs                Contour Plot for the Double Conditional
                        Smoothing
print.dcs               Summarize Results from Double Conditional
                        Smoothing
print.dcs_options       Print and Summarize Options for Double
                        Conditional Smoothing
print.summary_dcs       Print the Summary of a DCS estimation
print.summary_sarma     Print the Summary of a "sarma"/"sfarima" object
residuals.dcs           Residuals of "dcs"-object
returns.alv             Returns of Allianz SE
sarma.est               Estimation of an SARMA-process
sarma.sim               Simulation of a SARMA(p, q)-process
set.options             Set Options for the DCS procedure
sfarima.est             Estimation of a SFARIMA-process
sfarima.sim             Simulation of a SFARIMA(p, q, d)-process
summary.dcs             Summarizing Results from Double Conditional
                        Smoothing
summary.dcs_options     Print and Summarize Options for Double
                        Conditional Smoothing
summary.sarma           Summarizing SARMA/SFARIMA Estimation or
                        Simulation
surface.dcs             3D Surface Plot of "dcs"-object or numeric
                        matrix
temp.nunn               Temperatures from Nunn, CO
temp.yuma               Temperatures from Yuma, AZ
volumes.alv             Volumes of Allianz SE
wind.nunn               Wind Speed from Nunn, CO
wind.yuma               Wind Speed from Yuma, AZ
y.norm1                 Single Gaussian Peak
y.norm2                 Double Gaussian Peak
y.norm3                 Double Gaussian Ridges

Maintainer

Bastian Schaefer <[e-mail]>

Author(s)

Bastian Schaefer [aut, cre], Sebastian Letmathe [ctb], Yuanhua Feng [ths]