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Topic :: Time Series [Remove This Filter]
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Topic :: Robust Statistics [Remove This Filter]

Programming Language > R

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

Activity Percentile: 0.00

Registered: 2007-11-06 20:07

1. robust-ts: Robust Time Series - "robust-ts" is a collaborative project to provide robustifications to the basic time series procedures from package stats. A target will be chapter 8 in "Robust Statistics, Theory and Methods" by Maronna, Martin and Yohai; 2006.

Development Status : 1 - Planning [Filter]
Intended Audience : Developers [Filter]
License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R [Filter]
Topic : Robust Statistics (Now Filtering)
Topic : Time Series (Now Filtering)

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Registered: 2007-11-06 20:18

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

Activity Percentile: 0.00

Registered: 2014-11-11 15:14