Robust time series analysis: Project Home – R-Forge

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

Registered: 2014-11-11 15:14
Activity Ranking: 0
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