Robust Time Series Filters

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Documentation for package ‘robfilter’ version 4.1.5

• DESCRIPTION file.

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robfilter-package	Robust Time Series Filters
adore.filter	A Robust Adaptive Online Repeated Median Filter for Univariate Time Series
const	Correction factors to achieve unbiasedness of the Qn scale estimator
const.Q	Correction factors to achieve unbiasedness of the regression-free Q scale estimator
critvals	Critical Values for the RM Goodness of Fit Test
dfs	Degrees of freedom for the SCARM test statistic.
dr.filter	Deepest Regression (DR) filter
dw.filter	Robust Double Window Filtering Methods for Univariate Time Series
dw.filter.online	Robust Double Window Filtering Methods for Univariate Time Series
hybrid.filter	Robust Hybrid Filtering Methods for Univariate Time Series
lms.filter	Least Median of Squares (LMS) filter
lqd.filter	Least Quartile Difference filter
lts.filter	Least Trimmed Squares (LTS) filter
madore.filter	A multivariate adaptive online repeated median filter
med.filter	Median (MED) filter
mscarm.filter	MSCARM (Multivariate Slope Comparing Adaptive Repeated Median)
multi.ts	Generated Multivariate Time Series
rm.filter	Repeated Median (RM) filter
robfilter	Robust Time Series Filters
robreg.filter	Robust Regression Filters for Univariate Time Series
robust.filter	Robust Filtering Methods for Univariate Time Series
scarm.filter	SCARM (Slope Comparing Adaptive Repeated Median)
sizecorrection	Bias correction factors for the robust scale estimators MAD, Sn, Qn, and LSH
timecorrection	Correction factors for the scale estimation of the filtering procedure proposed by Fried (2004).
var.n	Variance of the Repeated Median slope estimator.
wrm.filter	Weighted Repeated Median Filters for Univariate Time Series
wrm.smooth	Weighted Repeated Median Smoothing