robfilter: Robust Time Series Filters

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

Version: 2.5
Depends: R (≥ 2.5.0), robustbase, MASS
Published: 2009-06-18
Author: Roland Fried and Karen Schettlinger.
Maintainer: Roland Fried <fried at statistik.tu-dortmund.de>
License: GPL (≥ 2)
URL: http://www.statistik.tu-dortmund.de/de/content/einrichtungen/lehrstuehle/personen/fried.html
In views: Robust, TimeSeries
CRAN checks: robfilter results

Downloads:

Package source: robfilter_2.5.tar.gz
MacOS X binary: robfilter_2.5.tgz
Windows binary: robfilter_2.5.zip
Reference manual: robfilter.pdf
Old sources: robfilter archive