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\name{smooth}
\alias{smoothLowess}
\alias{smoothSpline}
\alias{smoothSupsmu}
\title{Smooths time series objects}
\description{
Smooths a \code{"timeSeries"} object.
}
\usage{
smoothLowess(x, f = 0.5, \dots)
smoothSpline(x, spar = NULL, \dots)
smoothSupsmu(x, bass = 5, \dots)
}
\arguments{
\item{x}{
an univariate \code{"timeSeries"} object.
}
\item{f}{
the lowess smoother span. This gives the proportion of points in the
plot which influence the smooth at each value. Larger values give
more smoothness.
}
\item{spar}{
smoothing parameter, typically (but not necessarily) in (0,1]. By
default \code{NULL}, i.e. the value will be automatically selected.
}
\item{bass}{
controls the smoothness of the fitted curve. Values of up to 10
indicate increasing smoothness.
}
\item{\dots}{
optional arguments to be passed to the underlying smoothers.
}
}
\details{
The functions \code{smoothLowess}, \code{smoothSpline},
\code{smoothSupsmu} allow to smooth \code{timeSerie} object. The are
interfaces to the function \code{lowess}, \code{supmsu}. and
\code{smooth.spline} in R's \code{stats} package.
The \code{\dots} arguments allow to pass optional arguments to the
underlying \code{stats} functions and tailor the smoothing process.
We refer to the manual pages of these functions for a proper setting
of these options.
}
\value{
a bivariate \code{"timeSeries"} object, the first column holds the
original time series data, the second the smoothed series.
}
\author{
The R core team for the underlying smoother functions.
}
\examples{
## Use Close from MSFT's Price Series -
head(MSFT)
MSFT.CLOSE <- MSFT[, "Close"]
head(MSFT.CLOSE)
## Plot Original and Smoothed Series by Lowess -
MSFT.LOWESS <- smoothLowess(MSFT.CLOSE, f = 0.1)
head(MSFT.LOWESS)
plot(MSFT.LOWESS)
title(main = "Close - Lowess Smoothed")
## Plot Original and Smoothed Series by Splines -
MSFT.SPLINE <- smoothSpline(MSFT.CLOSE, spar = 0.4)
head(MSFT.SPLINE)
plot(MSFT.SPLINE)
title(main = "Close - Spline Smoothed")
## Plot Original and Smoothed Series by Supsmu -
MSFT.SUPSMU <- smoothSupsmu(MSFT.CLOSE)
head(MSFT.SUPSMU)
plot(MSFT.SUPSMU)
title(main = "Close - Spline Smoothed")
}
\keyword{chron}
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