robfilter: Robust Time Series Filters

A set of functions to filter time series based on concepts from robust statistics.

AuthorRoland Fried <fried@statistik.tu-dortmund.de>, Karen Schettlinger <schettlinger@statistik.tu-dortmund.de> and Matthias Borowski <borowski@statistik.tu-dortmund.de>
Date of publication2014-12-05 12:55:06
MaintainerRoland Fried <fried@statistik.tu-dortmund.de>
LicenseGPL (>= 2)
Version4.1
http://www.statistik.tu-dortmund.de/fried.html

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Files in this package

robfilter
robfilter/inst
robfilter/inst/doc
robfilter/inst/doc/index.html
robfilter/inst/doc/getting_started.pdf
robfilter/src
robfilter/src/robust.cpp
robfilter/src/Line.cpp
robfilter/src/Edge.h
robfilter/src/hammock.cpp
robfilter/src/RegLine.h
robfilter/src/CircularArray.h
robfilter/src/MedianFilter.cpp
robfilter/src/LQDAdvanced.cpp
robfilter/src/Line.h
robfilter/src/MedianFilter.h
robfilter/src/hammock.h
robfilter/src/RMquick.cpp
robfilter/src/segment_tree.cpp
robfilter/src/RegLine.cpp
robfilter/src/segment_tree.h
robfilter/src/LQDAdvanced.h
robfilter/src/RMquick.h
robfilter/NAMESPACE
robfilter/data
robfilter/data/const.Q.rda
robfilter/data/const.rda
robfilter/data/sysdata.rda
robfilter/data/multi.ts.rda
robfilter/data/var.n.rda
robfilter/data/dfs.rda
robfilter/data/critvals.rda
robfilter/R
robfilter/R/dw.filter.R robfilter/R/wrm-filter.R robfilter/R/rm.filter.R robfilter/R/weighted-quantile-top.R robfilter/R/lms.filter.R robfilter/R/madore.filter.R
robfilter/R/trend.r
robfilter/R/hybrid.filter.R
robfilter/R/robust-filter.R
robfilter/R/sysdata.rda
robfilter/R/wrm-fit.r
robfilter/R/lqd.filter.R robfilter/R/robregfilter.R robfilter/R/dr.filter.R robfilter/R/adore.filter.R robfilter/R/weighted-quantile.R
robfilter/R/kernels.r
robfilter/R/scale.r
robfilter/R/mscarm.filter.R robfilter/R/wrm-smooth.R robfilter/R/med.filter.R robfilter/R/lts.filter.R robfilter/R/scarm.filter.R
robfilter/MD5
robfilter/DESCRIPTION
robfilter/man
robfilter/man/critvals.Rd robfilter/man/adore.filter.Rd robfilter/man/lms.filter.Rd robfilter/man/robust.filter.Rd robfilter/man/rm.filter.Rd robfilter/man/lts.filter.Rd robfilter/man/const.Q.Rd robfilter/man/dfs.Rd robfilter/man/hybrid.filter.Rd robfilter/man/wrm.smooth.Rd robfilter/man/timecor.Rd robfilter/man/dw.filter.Rd robfilter/man/sizecor.Rd robfilter/man/var.n.Rd robfilter/man/robreg.filter.Rd robfilter/man/med.filter.Rd robfilter/man/const.Rd robfilter/man/scarm.filter.Rd robfilter/man/mscarm.filter.Rd robfilter/man/madore.filter.Rd robfilter/man/wrm.filter.Rd robfilter/man/lqd.filter.Rd robfilter/man/robfilter-package.Rd robfilter/man/dr.filter.Rd robfilter/man/multi.ts.Rd

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