Robust Time Series Filters

[Package List] [Top]

Documentation for package ‘robfilter’ version 2.6

User Guides and Package Vignettes

Read overview or browse directory.

Help Pages

adore.filter A Robust Adaptive Online Repeated Median Filter for Univariate Time Series
const Correction factors to achieve unbiasedness of the Qn scale estimator
critvals Critical Values for the RM Goodness of Fit Test
dr.filter Robust Regression Filters for Univariate Time Series
dw.filter Robust Double Window Filtering Methods for Univariate Time Series
dw.filter.online Robust Double Window Filtering Methods for Univariate Time Series
hybrid.filter Robust Hybrid Filtering Methods for Univariate Time Series
lms.filter Robust Regression Filters for Univariate Time Series
lqd.filter Robust Regression Filters for Univariate Time Series
lts.filter Robust Regression Filters for Univariate Time Series
madore.filter A Robust Adaptive Online Filter for Multivariate Time Series
med.filter Robust Regression Filters for Univariate Time Series
multi.ts Generated Multivariate Time Series
rm.filter Robust Regression Filters for Univariate Time Series
robreg.filter Robust Regression Filters for Univariate Time Series
robust.filter Robust Filtering Methods for Univariate Time Series
wrm.filter Weighted Repeated Median Filters for Univariate Time Series
wrm.smooth Weighted Repeated Median Smoothing