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BTWAR
View on CRAN: Click
here
Download and install BTWAR package within the R console
Install from CRAN:
install.packages("BTWAR")
Install from Github:
library("remotes")
install_github("cran/BTWAR") Install by package version:
library("remotes")
install_version("BTWAR", "1.0.1") Attach the package and use:
library("BTWAR")
Maintained by
Carlos Bras-Geraldes
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All associated links for this package
First Published: 2026-03-19
Latest Update: 2026-03-19
Description:
Implements the Butterworth-Induced Autoregressive ('BTWAR') model, where autoregressive coefficients are obtained from analog Butterworth filter prototypes mapped into the discrete-time domain using the Matched Z-Transform. The framework establishes a structured connection between frequency-domain filter design and time-domain autoregressive modeling. Model order selection is performed via nested rolling-origin cross-validation. Method described in Bras-Geraldes, Rocha and Martins (2026) <doi:10.3390/math14030479>.
How to cite:
Carlos Bras-Geraldes (2026). BTWAR: Butterworth-Induced Autoregressive Model. R package version 1.0.1, https://cran.r-project.org/web/packages/BTWAR. Accessed 06 Jun. 2026.
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