Robust Time Series Filters

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


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("robfilter")

4.1.1 by Roland Fried, a year ago


http://www.statistik.tu-dortmund.de/fried.html


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


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