STL with Extended Capabilities

Implements a Seasonal-Trend decomposition procedure based on LOESS (STL, developed by Cleveland, Cleveland, McRae, and Terpenning, 1990) in 'R' and 'C++'. The package supports missing values, fractional seasonal periods, multiplicative decompositions, and cross-validation based selection of the seasonal smoothing window.


Reference manual

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install.packages("stlpro")

0.1.0 by Daniel Ollech, 11 hours ago


Browse source code at https://github.com/cran/stlpro


Authors: Daniel Ollech [aut, cre] , Pavithra Purushothaman [ctb]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp

Suggests knitr, rmarkdown, testthat

Linking to Rcpp


See at CRAN