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added damped trend method, the current function interface is...

violetelegy edited this page Oct 13, 2012 · 1 revision

HoltWintersNew <-
function (x,

# smoothing parameters
alpha = NULL, # level
beta = NULL, # trend
gamma = NULL, # seasonal component
seasonal = c(“additive”, “multiplicative”),
start.periods = 2,

exponential = NULL, # exponential
phi = NULL, # damp if phi = NULL then phi=1, equivalent to no damp

# starting values
l.start = NULL, # level
b.start = NULL, # trend
s.start = NULL, # seasonal components vector of length `period’

# starting values for optim
optim.start = NULL,
#optim.start = c(alpha = 0.3, beta = 0.1, gamma = 0.1),
optim.control = list()
)