robfilter: Robust Time Series Filters

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

Version: 4.0
Depends: R (≥ 2.5.0), robustbase, MASS, lattice
Published: 2012-09-13
Author: Roland Fried, Karen Schettlinger and Matthias Borowski
Maintainer: Roland Fried <fried at statistik.tu-dortmund.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.statistik.tu-dortmund.de/fried.html
NeedsCompilation: yes
In views: Robust, TimeSeries
CRAN checks: robfilter results

Downloads:

Reference manual: robfilter.pdf
Package source: robfilter_4.0.tar.gz
OS X binary: robfilter_4.0.tgz
Windows binary: robfilter_4.0.zip
Old sources: robfilter archive