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 25 Aug. 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

connectwidgets  
Organize and Curate Your Content Within 'Posit Connect'
A collection of helper functions and 'htmlwidgets' to help publishers curate content collections on ...
Download / Learn more Package Citations See dependency  
commonsMath  
JAR Files of the Apache Commons Mathematics Library
'Java' JAR files for the Apache Commons Mathematics Library for use by users and other packages. ...
Download / Learn more Package Citations See dependency  
missDiag  
Comparing Observed and Imputed Values under MAR and MCAR
Implements the computation of discrepancy statistics summarizing differences between the density of ...
Download / Learn more Package Citations See dependency  
hwep  
Hardy-Weinberg Equilibrium in Polyploids
Inference concerning equilibrium and random mating in autopolyploids. Methods are available to test ...
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  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

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