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robfilter (version 2.5)

Robust Time Series Filters

Description

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

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Version

Install

install.packages('robfilter')

Monthly Downloads

567

Version

2.5

License

GPL (>= 2)

Maintainer

Roland Fried

Last Published

June 18th, 2009

Functions in robfilter (2.5)

critvals

Critical Values for the RM Goodness of Fit Test
trend.extraction

Trend extraction methods
const

Correction factors to achieve unbiasedness of the Qn scale estimator
multi.ts

Generated Multivariate Time Series
robust.filter

Robust filter for time series
wrm.smooth

Weighted Repeated Median Smoothing
match.scale.estimator

Undocumented functions and datasets
madore.filter

A Robust Adaptive Online Filter for Multivariate Time Series
dw.filter

Robust Double Window Filtering Methods for Univariate Time Series
hybrid.filter

Robust Hybrid Filtering Methods for Univariate Time Series
robreg.filter

Robust Regression Filters for Univariate Time Series
adore.filter

A Robust Adaptive Online Repeated Median Filter for Univariate Time Series
wrm.filter

Weighted Repeated Median Filters for Univariate Time Series
double.window

Online / Offline signal extraction from time series
hybrid

function for edge preserving signal extraction from time series (smoothing)