Kolmogorov-Zurbenko Adaptive Filters

Time series analysis including break detection, spectral analysis, and Kolmogorov-Zurbenko Fourier transforms, following Zurbenko et al. (1996) and Yang and Zurbenko (2010) .


kza R Package
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Time Series Analysis including break detection, spectral analysis, KZ Fourier Transforms.

Version 4 is a rewrite of the kzft function.

Brian Close
[email protected]

Reference manual

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install.packages("kza")

4.2.1 by Brian Close, 17 days ago


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


Authors: Brian Close [aut, cre] , Igor Zurbenko [aut] , Mingzeng Sun [aut]


Documentation:   PDF Manual  


GPL-3 license


Suggests polynom, testthat

System requirements: fftw (>= 3.2.2)


Imported by appac, duet.


See at CRAN