Robust time series analysis: Project Home – R-Forge

Project description

Provides various approaches for robust estimation of (partial) autocorrelation and autocovariance. There are also procedures for robust fitting and filtering of AR(p) processes as well as for robust change point detection.

Public Areas
 SCM Repository (Subversion: 736 commits, 230 adds)
Thanks to:
Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge