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Statistical models underlying functions of 'smooth' package for R

Research output: Working paper

Published
Publication date28/02/2017
Place of PublicationLancaster
PublisherLancaster University Management School
Number of pages52
Original languageEnglish

Abstract

In this paper we describe statistical models underlying functions of “smooth” package for R and show the connection between each of the parameters in functions and variables in those models. Aside from discussing conventional state-space models, we introduce several new models and discuss their properties. This paper should be useful mainly for people who want to understand what is happening in the core of functions implemented in “smooth” package.