Provides various approaches for robust estimation of (partial) autocorrelation and autocovariance. There are also procedures for robust fitting and filtering of AR(p) processes as well as for robust change point detection.
|Author||Alexander Dürre [aut, cre], Roland Fried [aut], Tobias Liboschik [aut], Jonathan Rathjens [aut], R Core Team [ctb] (for source file ks.c/ routines 'pKS2' and 'pKolmogorov2x')|
|Maintainer||Alexander Dürre <[email protected]>|
|License||GPL-2 | GPL-3|
|Package repository||View on R-Forge|
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