Robust Time Series Filters

A set of functions to filter time series based on concepts from robust statistics.


Reference manual

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4.1.1 by Roland Fried, a year ago

Browse source code at

Authors: Roland Fried <[email protected]> , Karen Schettlinger <[email protected]> and Matthias Borowski <[email protected]>

Documentation:   PDF Manual  

Task views: Robust Statistical Methods, Time Series Analysis

GPL (>= 2) license

Imports stats, graphics, utils

Depends on robustbase, MASS, lattice

See at CRAN