Package: publishTC 0.1.0.9000

publishTC: Tools to help publish the trend-cycle

This package provides several functions to facilitate the computation of trend-cycle component. In particular, the computation can be done: using the Cascade Linear Filter (CLF) Dagum, E. B., & Luati, A. (2008); using the classical Henderson symmetric filter and the surrogate Musgrave asymmetric filters; using a local Parametrization of the Musgrave asymmetric filters (Quartier-la-Tente 2024); extending the Henderson symmetric fiter and the surrogate Musgrave asymmetric filters to take into account additive outliers and level shifts (Quartier-la-Tente 2025). Confidence intervals can be computed and several plots are available.

Authors:Alain Quartier-la-Tente [aut, cre]

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publishTC_0.1.0.9000.tgz(r-4.4-emscripten)
publishTC.pdf |publishTC.html✨
publishTC/json (API)

# Install 'publishTC' in R:
install.packages('publishTC', repos = c('https://aqlt.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/aqlt/publishtc/issues

Uses libs:
  • openjdk– OpenJDK Java runtime, using Hotspot JIT
Datasets:

On CRAN:

Conda:

openjdk

2.48 score 23 exports 37 dependencies

Last updated 20 hours agofrom:f42864c658. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 16 2025
R-4.5-winOKMar 16 2025
R-4.5-macOKMar 16 2025
R-4.5-linuxOKMar 16 2025
R-4.4-winOKMar 16 2025
R-4.4-macOKMar 16 2025
R-4.4-linuxOKMar 16 2025
R-4.3-winOKMar 16 2025
R-4.3-macOKMar 16 2025

Exports:bandwidthclf_smoothingconfint_plotdownturnfind_icrggconfint_plotggimplicit_forecasts_plotgglollypopggsmoothing_plothenderson_robust_smoothinghenderson_smoothingicricrsimplicit_forecastsimplicit_forecasts_plotlollypopmcdread.tssmoothingturning_pointsupturnwrite.tsx11_trend_selection

Dependencies:backportscheckmateclicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcpprJavarjd3filtersrjd3toolkitrjd3x13rlangRProtoBufscalestibbleutf8vctrsviridisLitewithrzoo

Readme and manuals

Help Manual

Help pageTopics
Get Bandwidthbandwidth
Classical Moving Averageclassical-ma CLF CLF_CN henderson local_param_est
Smoothing using the Cascade Linear Filterclf_smoothing
Confidence Intervals plotconfint_plot ggconfint_plot
Confidence Intervals for '"tc_estimates"'confint-tc confint.clf confint.henderson confint.robust_henderson
Produce several plotsggsmoothing_plot
Smoothing using the Henderson filterhenderson_robust_smoothing
Smoothing using the Henderson filterhenderson_smoothing
Compute IC-Ratioicr icrs
Compute Implicit Forecastsimplicit_forecasts
Implicit Forecasts plotggimplicit_forecasts_plot implicit_forecasts_plot
Lollypop plotgglollypop lollypop
Month of Cyclical Dominancemcd
Default '"tc_estimates"' plotautoplot.tc_estimates plot.tc_estimates
Smoothing using several methodssmoothing
Data set examplescars_registrations fred french_ipi simulated_data ts-exemple
Detect turning points in a time seriesdownturn turning_points upturn
Export and Import time series object to/from CSVread.ts write.ts
X-11 Selection of Trend-Cycle Filterfind_icr x11_trend_selection