Allan Variance

Implements the allan variance and allan variance linear regression estimator for latent time series models. More details about the method can be found, for example, in Guerrier, S., Molinari, R., & Stebler, Y. (2016) .


Reference manual

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0.1.1 by St├ęphane Guerrier, a year ago

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Authors: St├ęphane Guerrier [aut, cre] , James Balamuta [aut] , Gaetan Bakalli [aut] , Roberto Molinari [aut] , Justin Lee [aut] , Ahmed Radi [aut] , Haotian Xu [aut] , Yuming Zhang [aut] , Nathanael Claussen [aut]

Documentation:   PDF Manual  

AGPL-3 license

Imports Rcpp, stats, simts

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo

See at CRAN