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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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Install
install.packages('robfilter')
Monthly Downloads
587
Version
2.5
License
GPL (>= 2)
Maintainer
Roland Fried
Last Published
June 18th, 2009
Functions in robfilter (2.5)
Search functions
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)