R: Robust Time Series Filters

# Robust Time Series Filters

## Documentation for package ‘robfilter’ version 4.1.6

- DESCRIPTION file

## Help Pages

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