robfilter-package: robfilter - Robust time series filters
Description
A set of functions for signal extraction from univariate and multivariate time series based on concepts from robust statistics.Details
ll{
Package: robfilter
Version: 3.0
Date: 2011-07-22
Depends: R (>= 2.5.0), robustbase, MASS
License: GPL (>= 2)
URL: http://www.statistik.tu-dortmund.de/fried.html
LazyData: yes
Repository: CRAN
Packaged: 2011-07-22 11:20:52 UTC; borowski
Date/Publication: 2011-07-22 11:40:35
Built: R 2.13.1; i386-pc-mingw32; 2011-07-22 07:44:45 UTC; windows
}
Index:
adore.filter A Robust Adaptive Online Repeated Median Filter
for Univariate Time Series
const.Q Correction factors to achieve unbiasedness of
the regression-free Q scale estimator
const Correction factors to achieve unbiasedness of
the Qn scale estimator
critvals Critical Values for the RM Goodness of Fit Test
dfs Degrees of freedom for the SCARM test statistic
dr.filter Deepest Regression (DR) filter
dw.filter Robust Double Window Filtering Methods for
Univariate Time Series
hybrid.filter Robust Hybrid Filtering Methods for Univariate
Time Series
lms.filter Least Median of Squares (LMS) filter
lqd.filter Least Quartile Difference (LQD) filter
lts.filter Least Trimmed Squares (LTS) filter
madore.filter A Robust Adaptive Online Filter for
Multivariate Time Series
med.filter Median (MED) filter
multi.ts Generated Multivariate Time Series
rm.filter Repeated Median (RM) filter
robreg.filter Robust Regression Filters for Univariate Time
Series
robust.filter Robust Filtering Methods for Univariate Time
Series
scarm.filter SCARM (Slope Comparing Adaptive Repeated Median)
var.n Variance of the Repeated Median slope estimator
wrm.filter Weighted Repeated Median Filters for Univariate
Time Series
wrm.smooth Weighted Repeated Median Smoothing