robts: Robust Time Series Analysis
Version 0.3.0

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.

Package details

AuthorAlexander 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')
Date of publication2016-12-22 09:50:56
MaintainerAlexander Dürre <[email protected]>
LicenseGPL-2 | GPL-3
Version0.3.0
URL http://robts.r-forge.r-project.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("robts", repos="http://R-Forge.R-project.org")

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robts documentation built on May 31, 2017, 2:38 a.m.