Robust 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
NOTEcompiled coder-oldrel-macos-arm64
File ‘robfilter/libs/robfilter.so’: Found non-API call to R: ‘Rf_isFrame’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
- NOTE12 OK, 1 NOTENow
- NOTE13 OK, 1 NOTE2026-03-10
Documentation
- Help pages
- 25includes a package overview page
- Examples that run
- 81%13 run in a plain check · 3 never run
- Exported functions with examples
- 100%
- Documented parameters
- 96%
- Return-value docs
- 100%
- Help pages citing references
- 88%
Downloads
Dependencies
Installing robfilter adds 2 packages (1 with compiled code, 2.2 MB of source tarballs). Heaviest: robustbase 2.2 MB, DEoptimR 24 KB.
Code & Tests
Datasets
People & History
Previously maintained by Matthias Borowski (3.0) and Roland Fried (2.5 to 2.6.1).
Pick two releases to compare their code metrics.
- 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 eventsHide 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
- 4.0
- 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
- 3.0
- 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 ↗
- 2.0
- 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
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