robfilter-package {robfilter} | R Documentation |
A set of functions to filter time series based on concepts from robust statistics.
The DESCRIPTION file:
Package: | robfilter |
Version: | 4.1.1 |
Date: | 2018-05-16 |
Title: | Robust Time Series Filters |
Author: | Roland Fried <fried@statistik.tu-dortmund.de>, Karen Schettlinger <schettlinger@statistik.tu-dortmund.de> and Matthias Borowski <borowski@statistik.tu-dortmund.de> |
Maintainer: | Roland Fried <fried@statistik.tu-dortmund.de> |
Imports: | stats, graphics, utils |
Depends: | R (>= 2.5.0), robustbase, MASS, lattice |
Description: | A set of functions to filter time series based on concepts from robust statistics. |
License: | GPL (>= 2) |
URL: | http://www.statistik.tu-dortmund.de/fried.html |
LazyData: | yes |
Repository: | CRAN |
NeedsCompilation: | yes |
RoxygenNote: | 6.0.1 |
Index of help topics:
adore.filter A Robust Adaptive Online Repeated Median Filter for Univariate Time Series const Correction factors to achieve unbiasedness of the Qn scale estimator const.Q Correction factors to achieve unbiasedness of the regression-free Q 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 filter lts.filter Least Trimmed Squares (LTS) filter madore.filter A multivariate adaptive online repeated median filter med.filter Median (MED) filter mscarm.filter MSCARM (Multivariate Slope Comparing Adaptive Repeated Median) multi.ts Generated Multivariate Time Series rm.filter Repeated Median (RM) filter robfilter-package Robust Time Series Filters 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) sizecorrection Bias correction factors for the robust scale estimators MAD, Sn, Qn, and LSH timecorrection Correction factors for the scale estimation of the filtering procedure proposed by Fried (2004). 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
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
Roland Fried <fried@statistik.tu-dortmund.de>, Karen Schettlinger <schettlinger@statistik.tu-dortmund.de> and Matthias Borowski <borowski@statistik.tu-dortmund.de>
Maintainer: Roland Fried <fried@statistik.tu-dortmund.de>