Other packages > Find by keyword >

robfilter  

Robust Time Series Filters
View on CRAN: Click here


Download and install robfilter package within the R console
Install from CRAN:
install.packages("robfilter")

Install from Github:
library("remotes")
install_github("cran/robfilter")

Install by package version:
library("remotes")
install_version("robfilter", "4.1.6")



Attach the package and use:
library("robfilter")
Maintained by
Roland Fried
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2008-01-29
Latest Update: 2024-07-16
Description:
Implementations for several robust procedures that allow for (online) extraction of the signal of univariate or multivariate time series by applying robust regression techniques to a moving time window are provided. Included are univariate filtering procedures based on repeated-median regression as well as hybrid and trimmed filters derived from it; see Schettlinger et al. (2006) . The adaptive online repeated median by Schettlinger et al. (2010) and the slope comparing adaptive repeated median by Borowski and Fried (2013) choose the width of the moving time window adaptively. Multivariate versions are also provided; see Borowski et al. (2009) for a multivariate online adaptive repeated median and Borowski (2012) for a multivariate slope comparing adaptive repeated median. Furthermore, a repeated-median based filter with automatic outlier replacement and shift detection is provided; see Fried (2004) .
How to cite:
Roland Fried (2008). robfilter: Robust Time Series Filters. R package version 4.1.6, https://cran.r-project.org/web/packages/robfilter. Accessed 15 Jul. 2026.
Previous versions and publish date:
(2026-07-09 06:52), 1.0 (2008-01-29 20:29), 2.0 (2008-08-06 17:30), 2.1 (2008-08-20 14:14), 2.2 (2008-09-28 20:25), 2.3 (2008-10-13 12:10), 2.4 (2008-12-13 11:30), 2.5 (2009-06-18 14:23), 2.6.1 (2010-04-22 19:10), 2.6 (2010-01-28 17:22), 3.0 (2011-07-28 19:54), 3.1 (2012-08-08 09:50), 3.2 (2012-08-21 09:53), 4.0 (2012-09-13 18:22), 4.1.1 (2018-05-17 10:36), 4.1.2 (2019-11-21 15:00), 4.1.3 (2022-11-06 22:20), 4.1.4 (2023-12-06 04:30), 4.1.5 (2024-07-16 11:20), 4.1 (2014-12-05 12:55)
Other packages that cited robfilter R package
View robfilter citation profile
Other R packages that robfilter depends, imports, suggests or enhances
Complete documentation for robfilter
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

SECFISH  
Disaggregate Variable Costs
These functions were developed within SECFISH project (Strengthening regional cooperation in the are ...
Download / Learn more Package Citations See dependency  
binhf  
Haar-Fisz Functions for Binomial Data
Binomial Haar-Fisz transforms for Gaussianization as in Nunes and Nason (2009). ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
pulseTD  
Identification of Transcriptional Dynamics using Pulse Models via 4su-Seq Data and RNA-Seq Data
A tool for analyzing the transcription, processing and degradation rates of genes by 4sU-seq (the Me ...
Download / Learn more Package Citations See dependency  
gamlss.add  
Extra Additive Terms for Generalized Additive Models for Location Scale and Shape
Interface for extra smooth functions including tensor products, neural networks and decision trees. ...
Download / Learn more Package Citations See dependency  
gscaLCA  
Generalized Structure Component Analysis- Latent Class Analysis & Latent Class Regression
Execute Latent Class Analysis (LCA) and Latent Class Regression (LCR) by using Generalized Structu ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA