robfilter
4.1.6Robust Time Series Filters
Overview
Implementations for several robust procedures that allow for (online) extraction of the signal of univariate or multivariate time series by applying robust regression techniques to a moving time window are provided. Included are univariate filtering procedures based on repeated-median regression as well as hybrid and trimmed filters derived from it; see Schettlinger et al. (2006) doi:10.1515/BMT.2006.010. The adaptive online repeated median by Schettlinger et al. (2010) doi:10.1002/acs.1105 and the slope comparing adaptive repeated median by Borowski and Fried (2013) doi:10.1007/s11222-013-9391-7 choose the width of the moving time window adaptively. Multivariate versions are also provided; see Borowski et al. (2009) doi:10.1080/03610910802514972 for a multivariate online adaptive repeated median and Borowski (2012) doi:10.17877/DE290R-14393 for a multivariate slope comparing adaptive repeated median. Furthermore, a repeated-median based filter with automatic outlier replacement and shift detection is provided; see Fried (2004) doi:10.1080/10485250410001656444.
Install
Health
- NOTE r-oldrel-macos-arm64
- NOTE2026-03-1013 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 81%
- Documented parameters
- 96%
- Return-value docs
- 100%
- References docs
- 88%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
20 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 4.1.6Latest
- RR 4.5.0 released · 2025-04-11
- 4.1.52024-07-16 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 4.1.42023-12-06 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 4.1.32022-11-06 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 4.1.22019-11-21 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 4.1.12018-05-17 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
Show 28 earlier events
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- 4.12014-12-05 · diff ↗
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- 4.02012-09-13 · diff ↗
- 3.22012-08-21 · diff ↗
- 3.12012-08-08 · diff ↗
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- 3.02011-07-28 · diff ↗
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- 2.6.12010-04-22 · diff ↗
- RR 2.11.0 released · 2010-04-22
- 2.62010-01-28 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 2.52009-06-18 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 2.42008-12-13 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 2.32008-10-13 · diff ↗
- 2.22008-09-28 · diff ↗
- 2.12008-08-20 · diff ↗
- 2.02008-08-06 · diff ↗
- RR 2.7.0 released · 2008-04-22
- 1.02008-01-29
- RR 2.6.0 released · 2007-10-03
Package metadata
- First published
- 2008-01-29
- Total releases
- 20 / 18 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.6.0
- Bundled data
- 70 KB / 7 files
- Download size
- 249 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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