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robfilter (version 2.6.1)
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
2.6.1
License
GPL (>= 2)
Maintainer
Roland Fried
Last Published
April 22nd, 2010
Functions in robfilter (2.6.1)
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multi.ts
Generated Multivariate Time Series
robust.filter
Robust filter for time series
critvals
Critical Values for the RM Goodness of Fit Test
wrm.filter
Weighted Repeated Median Filters for Univariate Time Series
const
Correction factors to achieve unbiasedness of the Qn scale estimator
hybrid.filter
Robust Hybrid Filtering Methods for Univariate Time Series
madore.filter
A Robust Adaptive Online Filter for Multivariate Time Series
wrm.smooth
Weighted Repeated Median Smoothing
robreg.filter
Robust Regression Filters for Univariate Time Series
dw.filter
Robust Double Window Filtering Methods for Univariate Time Series
match.scale.estimator
Undocumented functions and datasets
adore.filter
A Robust Adaptive Online Repeated Median Filter for Univariate Time Series
trend.extraction
Trend extraction methods
double.window
Online / Offline signal extraction from time series
hybrid
function for edge preserving signal extraction from time series (smoothing)