robfilter: Robust Time Series Filters

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

Version: 3.1
Depends: R (≥ 2.5.0), robustbase, MASS
Published: 2012-04-18
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_3.1.tar.gz
MacOS X binary: robfilter_3.1.tgz
Windows binary: robfilter_3.1.zip
Reference manual: robfilter.pdf
Old sources: robfilter archive