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Programming Language :: R [Remove This Filter]
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Topic > Time Series

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2 projects in result set.

0. RobKalman - Package robKalman implements several robustifications of rhe classical Kalman filter; a common filtering iterface for all robustifications is provided as well as S4-classes for state space models and filtering results.

Development Status : 3 - Alpha (Now Filtering)
Intended Audience : Developers [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R (Now Filtering)
Topic : Robust Statistics (Now Filtering)
Topic : Time Series [Filter]

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Registered: 2007-11-06 20:07

1. Robust time series analysis - 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.

Development Status : 3 - Alpha (Now Filtering)
Environment : Console (Text Based) [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : R (Now Filtering)
Topic : Robust Statistics (Now Filtering)
Topic : Time Series [Filter]

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Registered: 2014-11-11 15:14