Statistical models underlying functions of 'smooth' package for R
Ivan Svetunkov · Lancaster EPrints (Lancaster University) · 2017
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.