robfilter (version 2.6.1)

robust.filter: Robust filter for time series

Description

What do I do?

Usage

robust.filter(y, m=15,
              trend.extraction=c("RM", "MED", "LTS", "LMS"),
              scale.estimation=c("QN", "SN", "MAD", "LSH"),
              outlier.treatment="T",
              shiftd=2, lbound=1, p=0.9)

Value

Currently undocumented since it is a moving target...

Details

Details of how the function works.

Probably also detailed descriptions of each outlier treatment method.

References

Publications?!

See Also

For a detailed description of the trend estimatores see trend.extraction

Examples

data(series1t)
robust.filter(series1t)