Package: publishTC 0.2.2

publishTC: Tools to Help to Publish the Trend-Cycle Component

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]

publishTC_0.2.2.tar.gz
publishTC_0.2.2.zip(r-4.7)publishTC_0.2.2.zip(r-4.6)publishTC_0.2.2.zip(r-4.5)
publishTC_0.2.2.tgz(r-4.6-any)publishTC_0.2.2.tgz(r-4.5-any)
publishTC_0.2.2.tar.gz(r-4.7-any)publishTC_0.2.2.tar.gz(r-4.6-any)
publishTC_0.2.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
publishTC/json (API)
NEWS

# 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

Pkgdown/docs site:https://aqlt.github.io

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

On CRAN:

Conda:

openjdk

2.54 score 8 scripts 29 exports 29 dependencies

Last updated from:1ffbaeadd4. Checks:7 ERROR, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64ERROR153
source / vignettesOK171
linux-release-x86_64ERROR138
macos-release-arm64ERROR102
macos-oldrel-arm64ERROR106
windows-develERROR129
windows-releaseERROR108
windows-oldrelERROR107
wasm-releaseOK114

Exports:bandwidthclf_smoothingconfint_plotdownturnfind_icrggconfint_plotgggrowthplotggimplicit_forecasts_plotgglollypopggsmoothing_plotgrowthplothenderson_robust_smoothinghenderson_smoothingicricrsimplicit_forecastsimplicit_forecasts_plotlollypopmcdread.tssegmented_smoothingsmoothingsmoothnessturning_pointsunwanted_ripplesupturnwrite.tsx11_trend_selectionx13_regarima_outliers

Dependencies:backportscheckmateclicpp11farverggplot2gluegtableisobandlabelinglatticelifecycleMASSR6RColorBrewerRcpprJavarjd3filtersrjd3jarsrjd3toolkitrjd3x13rlangRProtoBufS7scalesvctrsviridisLitewithrzoo

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
Growth plotsgggrowthplot growthplot
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
Segmented Smoothing around Breakpointssegmented_smoothing
Smoothing using several methodssmoothing
Get Smoothness of Trend-Cycle estimatessmoothness
Data set examplescars_registrations etip fred french_ipi simulated_data ts-exemple
Detect turning points in a time seriesdownturn turning_points unwanted_ripples upturn
Export and Import time series object to/from CSVread.ts write.ts
X-11 Selection of Trend-Cycle Filterfind_icr x11_trend_selection
Outlier detection with RegARIMA Modelx13_regarima_outliers