Robust time series analysis


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Documentation for package ‘robts’ version 0.1

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robts-package Robust Time Series Analysis
acfrob Robust (Partial) Autocorrelation Function Estimation
arrob Robust Autoregression Model
Corefw Robust Estimation of the Correlation Matrix
filterrob Robustly Filtered Time Series
robAIC Robust AIC of an AR(p) model
robspectrum Robust Spectrum