[R] Exponential smoothing

Prof Brian D Ripley ripley at stats.ox.ac.uk
Wed Mar 28 07:27:49 CEST 2001

On Tue, 27 Mar 2001, Karl Christoph Keller wrote:

> Dear all,
> is there any function to do exponential smoothing of data in R?
> I have searched all documentation (at least I hope I did) and found
> nothing.

Yes, I think that's right. However, you can do it by filt() in package ts.
It's a simple recursive filter.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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