smoots

1.1.4

Nonparametric Estimation of the Trend and Its Derivatives in TS

5packages depend

7.1Kdownloads / year

30.7%test coverage

13/13checks pass

Overview

About

Maintained by Dominik SchulzFirst published 2019-11-267 releasesCRAN page ↗

The nonparametric trend and its derivatives in equidistant time series (TS) with short-memory stationary errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. A Nadaraya-Watson kernel smoother is also built-in as a comparison. With version 1.1.0, a linearity test for the trend function, forecasting methods and backtesting approaches are implemented as well. The smoothing methods of the package are described in Feng, Y., Gries, T., and Fritz, M. (2020) doi:10.1080/10485252.2020.1759598.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("smoots", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-smoots

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-smoots

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-smoots

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 3.7 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.02

30.7%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 801 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 79%
Documented parameters: 100%
Return-value docs: 100%
References docs: 52%

Downloads

7.1K

CRAN downloads in the past year

Rank #6,527 · ~20/day · ~596/mo

Releases R versions

Daily download trend is not available in this view yet.

56230 days

1.5K90 days

7.1K1 year

Compare downloads with other packages →

Also on452 r2u35 autocran64 c2d4u

Dependencies

Declared dependencies

12 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (9)

statsutilsgraphicsgrDevicesRcpp future (>= 1.22.1)future.apply progressr progress

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (5)

knitr rmarkdown fGarch RcppArmadillo testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

5direct

1indirect

esemifar fEGarch quarks ufRisk deseats

Code & Tests

Code Composition

R 5,475 (59%)Rd 3,338 (36%)C++ 451 (5%)

Code characteristics

Object systems

S34

Cyclomatic complexity: 3.0 median / 70 max
Test cases: 6 / 0.02 per code line

Test coverage

Line coverage

31%

Expression

32.3%

Tests / Examples

30.7% / 60% ex

Functions

51 14 exported

Complexity

17.8 avg / 70 max

Call network

51 nodes / 57 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

51 functions

Function	Cyclo	Coverage
confBounds exp	56	0%
critMatrix exp	24	0%
gsmooth exp	30	0%
knsmooth exp	24	0%
modelCast exp	35	0%
normCast exp	47	0%

Datasets

Bundled datasets · 4

Name	Class	Rows × Cols	Also ships in
dax	data.frame	7,475 × 9	–
gdpUS	data.frame	290 × 3	–
tempNH	data.frame	1,668 × 3	–
vix	data.frame	7,452 × 9	–

People & History

People (5)

Maintainer (1)

Dominik Schulz

Author, Maintainer

Authors (3)

Dominik Schulz

Author, Maintainer

Yuanhua Feng

Author

Sebastian Letmathe

Author

Contributors (2)

Marlon Fritz

Contributor

Thomas Gries

Contributor

Package Timeline

7 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.1.4Latest
2023-09-11 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.1.3
2021-10-09 · diff ↗
1.1.2
2021-10-06 · diff ↗
1.1.1
2021-09-22 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.1.0
2021-05-12 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.0.1
2019-12-02 · diff ↗
1.0.0
2019-11-26
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-11-26
Total releases: 7 / 7 yrs
License: GPL-3 OSI
Minimum R: ≥ 2.10
Bundled data: 165 KB / 4 files
Download size: 419 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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