Functions for fitting a linear regression model with ARIMA errors using a filtered tau-estimate. The methodology is described in Maronna et al (2017, ISBN:9781119214687).
Version: | 0.2.7 |
Imports: | methods, splusTimeDate, splusTimeSeries |
Published: | 2024-09-23 |
DOI: | 10.32614/CRAN.package.robustarima |
Author: | Stephen Kaluzny [aut, cre], Bill Dunlap [ctb], TIBCO Software Inc. [aut, cph] |
Maintainer: | Stephen Kaluzny <spkaluzny at gmail.com> |
BugReports: | https://github.com/spkaluzny/robustarima/issues |
License: | BSD_3_clause + file LICENSE |
URL: | https://github.com/spkaluzny/robustarima |
NeedsCompilation: | yes |
Materials: | README |
In views: | TimeSeries |
CRAN checks: | robustarima results |
Reference manual: | robustarima.pdf |
Package source: | robustarima_0.2.7.tar.gz |
Windows binaries: | r-devel: robustarima_0.2.7.zip, r-release: robustarima_0.2.7.zip, r-oldrel: robustarima_0.2.7.zip |
macOS binaries: | r-release (arm64): robustarima_0.2.7.tgz, r-oldrel (arm64): robustarima_0.2.7.tgz, r-release (x86_64): robustarima_0.2.7.tgz, r-oldrel (x86_64): robustarima_0.2.7.tgz |
Old sources: | robustarima archive |
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