Robust Time Series Analysis

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Documentation for package ‘robts’ version 0.3.0

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robts-package Robust Time Series Analysis
acfrob Robust Autocorrelation, Autocovariance or Partial Autocorrelation Function Estimation
acfrob.bireg Robust Autocorrelation Estimation Based on Bivariate Regression
acfrob.filter Robust Autocorrelation Estimation Based on Robust Filtering
acfrob.GK Robust Autocorrelation Estimation Based on the Gnanadesikan Kettenring Approach
acfrob.median Robust Autocorrelation Estimation Based on Median Correlation
acfrob.multi Robust Autocorrelation Estimation Based on Correlation Matrices
acfrob.partrank Robust Autocorrelation Estimation Based on Partial Autocorrelations
acfrob.RA Robust Autocorrelation Estimation Based on Residual Autocorrelation
acfrob.rank Robust Autocorrelation Estimation Based on Signs and Ranks
acfrob.trim Robust Autocorrelation Estimation Based on Trimming
ARfilter Robust Fitting of Autoregressive Models by Robust Filtering
armarob Robust Fitting of ARMA Models
arrob Robust Fitting of Autoregressive Models
arrob.filter Robust Fitting of Autoregressive Models
arrob.gm Robust Fitting of Autoregressive Models Based on GM Estimation
arrob.regression Robust Fitting of Autoregressive Models
arrob.yw Robust Fitting of Autoregressive Models
asymvar.acf Calculation of the Long Run Variance Based on a Kernel Estimator
asymvar.acfextra Calculation of the Long Run Variance Based on an AR Fit
asymvar.window Calculation of the Long Run Variance Based on Subsampling
changerob Robust Change Point Detection
changerob.cusum Cumulative Sum Statistic
changerob.HL Hodges-Lehmann Cumulative Sum Statistic
changerob.wilcox Wilcoxon Cumulative Sum Statistic
Corefw Fully Efficient Robust Correlation Estimation
corGK Robust Correlation Estimation Based on the Gnanadesikan Kettenring Approach
densdiff Density Estimation at Zero of the Random Variable X - Y
filtered S3 Methods for Robustly Fitted Autoregressive Models
filtered.arrob S3 Methods for Robustly Fitted Autoregressive Models
filterrob Robust Filtering of Time Series Assuming an Autoregressive or ARMA Model
filterrob.recursive Robust Filtering of Time Series Assuming an Autoregressive or ARMA Model
filterrob.statespace Robust Filtering of Time Series Assuming an Autoregressive or ARMA Model
filterrob.statespaceARMA Robust Filtering of Time Series Assuming an Autoregressive or ARMA Model
fitted.arrob S3 Methods for Robustly Fitted Autoregressive Models
guitar D-string of acoustic guitar
make_acf_psd Transforms Estimated Autocorrelation Functions into Positive Semidefinite ones
M_psi Psi and Weight Functions for Robust M Estimation
M_wgt Psi and Weight Functions for Robust M Estimation
na.extremify Handing Missing Values in Objects for Application of Robust Procedures
na.extremify.ts Handing Missing Values in Objects for Application of Robust Procedures
pKS The Kolmogorov Smirnov Distribution
plot.acfrob Plot Robust Autocorrelation, Autocovariance or Partial Autocorrelation Functions
plot.arrob Diagnostic Plots for a Fitted Autoregressive Model
plot.changerob Robust Change Point Detection
predict.arrob S3 Methods for Robustly Fitted Autoregressive Models
print.summary.arrob Summary of a Fitted Autoregressive Model
qKS The Kolmogorov Smirnov Distribution
residuals.arrob S3 Methods for Robustly Fitted Autoregressive Models
reweightedQn Reweighted Variant of the Robust Scale Estimator Qn
smoothpsi Psi and Weight Functions for Robust M Estimation
spectrumrob Robust Spectrum
spectrumrob.acf Robust Spectrum
spectrumrob.pgram Robust Spectrum
summary.arrob Summary of a Fitted Autoregressive Model
sunhours Sun Hours Per Year in a Location in Chemnitz