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robfilter
View on CRAN: Click
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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", "4.1.5")
Attach the package and use:
library("robfilter")
Maintained by
Roland Fried
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2008-01-29
Latest Update: 2023-12-06
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 4.1.5, https://cran.r-project.org/web/packages/robfilter. Accessed 21 Nov. 2024.
Previous versions and publish date:
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 (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
Functions, R codes and Examples using
the robfilter R package
Some associated functions: adore.filter . const.Q . const . critvals . dfs . dr.filter . dw.filter . hybrid.filter . lms.filter . lqd.filter . lts.filter . madore.filter . med.filter . mscarm.filter . multi.ts . rm.filter . robfilter-package . robreg.filter . robust.filter . scarm.filter . sizecor . timecor . var.n . wrm.filter . wrm.smooth .
Some associated R codes: adore.filter.R . dr.filter.R . dw.filter.R . hybrid.filter.R . lms.filter.R . lqd.filter.R . lts.filter.R . madore.filter.R . med.filter.R . mscarm.filter.R . rm.filter.R . robregfilter.R . robust-filter.R . scarm.filter.R . weighted-quantile-top.R . weighted-quantile.R . wrm-filter.R . wrm-smooth.R . Full robfilter package functions and examples
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