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robfilter

4.1.6

Robust Time Series Filters

0packages depend
18.3Kdownloads / year
test coverage
12/13checks pass

Overview

About
Maintained by Roland FriedFirst published 2008-01-2920 releasesCRAN page ↗

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

CRAN checks
1NOTE12OK
Failing flavors
  • NOTE r-oldrel-macos-arm64
Slowest check: 3.5 min · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
6
Dependencies · direct
Check history
  • NOTE2026-03-10
    13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
81%
Documented parameters
96%
Return-value docs
100%
References docs
88%

Downloads

18.3K
CRAN downloads in the past year
Rank #3,211 · ~50/day · ~1.5K/mo
Daily download trend is not available in this view yet.
39030 days
3.7K90 days
18.3K1 year
Compare downloads with other packages →
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Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)
Depends (4)
R >= 3.6.0robustbaseMASSlattice
Imports (3)
statsgraphicsutils
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (5)
Maintainer (1)
Author, Maintainer
Authors (3)
Author, Maintainer
Author · added in 2.6
Author · added in 2.6
Contributors (2)
Contributor · added in 4.1.2
Contributor · added in 4.1.2
Listed in earlier versions (1)
no longer listed · 1.0 to 2.5
Package Timeline

20 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 4.1.6Latest
    2025-11-17 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 4.1.5
    2024-07-16 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 4.1.4
    2023-12-06 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 4.1.3
    2022-11-06 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 4.1.2
    2019-11-21 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 4.1.1
    2018-05-17 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
Show 28 earlier events
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
  • 4.1
    2014-12-05 · diff ↗
  • R
    R 3.1.0 released · 2014-04-10
  • R
    R 3.0.0 released · 2013-04-03
  • 4.0
    2012-09-13 · diff ↗
  • 3.2
    2012-08-21 · diff ↗
  • 3.1
    2012-08-08 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • R
    R 2.14.0 released · 2011-10-31
  • 3.0
    2011-07-28 · diff ↗
  • R
    R 2.13.0 released · 2011-04-13
  • R
    R 2.12.0 released · 2010-10-15
  • 2.6.1
    2010-04-22 · diff ↗
  • R
    R 2.11.0 released · 2010-04-22
  • 2.6
    2010-01-28 · diff ↗
  • R
    R 2.10.0 released · 2009-10-26
  • 2.5
    2009-06-18 · diff ↗
  • R
    R 2.9.0 released · 2009-04-17
  • 2.4
    2008-12-13 · diff ↗
  • R
    R 2.8.0 released · 2008-10-20
  • 2.3
    2008-10-13 · diff ↗
  • 2.2
    2008-09-28 · diff ↗
  • 2.1
    2008-08-20 · diff ↗
  • 2.0
    2008-08-06 · diff ↗
  • R
    R 2.7.0 released · 2008-04-22
  • 1.0
    2008-01-29
  • R
    R 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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("robfilter")
Fried, R., Bernholt, T., Borowski, M., Nunkesser, R., & Schettlinger, K. (2025). robfilter: Robust Time Series Filters (Version 4.1.6) [Computer software]. https://doi.org/10.32614/CRAN.package.robfilter

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for robfilter version 4.1.6 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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