robfilter: Robust Time Series Filters

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

Version: 3.0
Depends: R (≥ 2.5.0), robustbase, MASS
Published: 2011-07-28
Author: Roland Fried, Karen Schettlinger and Matthias Borowski
Maintainer: Matthias Borowski <borowski@statistik.tu-dortmund.de> and Roland Fried <fried at statistik.tu-dortmund.de>
License: GPL (≥ 2)
URL: http://www.statistik.tu-dortmund.de/fried.html
In views: Robust, TimeSeries
CRAN checks: robfilter results

Downloads:

Package source: robfilter_3.0.tar.gz
MacOS X binary: robfilter_3.0.tgz
Windows binary: robfilter_3.0.zip
Reference manual: robfilter.pdf
Old sources: robfilter archive