robustarima: Robust ARIMA Modeling

Functions for fitting a linear regression model with ARIMA errors using a filtered tau-estimate.

Getting started

Package details

AuthorStephen Kaluzny [aut, cre], TIBCO Software Inc. [aut, cph]
MaintainerStephen Kaluzny <spkaluzny@gmail.com>
LicenseBSD_3_clause + file LICENSE
Version0.2.6
URL https://github.com/spkaluzny/robustarima
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("robustarima")

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robustarima documentation built on May 1, 2021, 1:06 a.m.