Package: signalextraction
Type: Package
Title: Real-Time Signal Extraction (Direct Filter Approach)
Version: 2.0.3
Date: 2007-11-18
Author: Marc Wildi & Marcel Dettling
Maintainer: Marcel Dettling <dtli@zhaw.ch>
Description: The Direct Filter Approach (DFA) provides efficient
        estimates of signals at the current boundary of time series in
        real-time. For that purpose, one-sided ARMA-filters are
        computed by minimizing customized error criteria. The DFA can
        be used for estimating either the level or turning-points of a
        series, knowing that both criteria are incongruent. In the
        context of real-time turning- point detection, various
        risk-profiles can be operationalized, which account for the
        speed and/or the reliability of the one- sided filter.
Suggests: tcltk
License: GPL (>= 2)
Packaged: Mon Nov 19 10:22:31 2007; dtli
Built: R 2.10.0; ; 2009-10-28 04:21:20 UTC; unix
