robfilter: Robust Time Series Filters

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

Author
Roland Fried <fried@statistik.tu-dortmund.de>, Karen Schettlinger <schettlinger@statistik.tu-dortmund.de> and Matthias Borowski <borowski@statistik.tu-dortmund.de>
Date of publication
2014-12-05 12:55:06
Maintainer
Roland Fried <fried@statistik.tu-dortmund.de>
License
GPL (>= 2)
Version
4.1
URLs

View on CRAN

Man pages

adore.filter
A Robust Adaptive Online Repeated Median Filter for...
const
Correction factors to achieve unbiasedness of the Qn scale...
const.Q
Correction factors to achieve unbiasedness of the...
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...
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...
multi.ts
Generated Multivariate Time Series
rm.filter
Repeated Median (RM) filter
robfilter-package
robfilter - 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)
sizecor
Bias correction factors for the robust scale estimators MAD,...
timecor
Correction factors for the scale estimation of the filtering...
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

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