Package: robustarima 0.2.7
robustarima: Robust ARIMA Modeling
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).
Authors:
robustarima_0.2.7.tar.gz
robustarima_0.2.7.zip(r-4.7)robustarima_0.2.7.zip(r-4.6)robustarima_0.2.7.zip(r-4.5)
robustarima_0.2.7.tgz(r-4.6-x86_64)robustarima_0.2.7.tgz(r-4.6-arm64)robustarima_0.2.7.tgz(r-4.5-x86_64)robustarima_0.2.7.tgz(r-4.5-arm64)
robustarima_0.2.7.tar.gz(r-4.7-arm64)robustarima_0.2.7.tar.gz(r-4.7-x86_64)robustarima_0.2.7.tar.gz(r-4.6-arm64)robustarima_0.2.7.tar.gz(r-4.6-x86_64)
robustarima_0.2.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
robustarima/json (API)
| # Install 'robustarima' in R: |
| install.packages('robustarima', repos = c('https://spkaluzny.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/spkaluzny/robustarima/issues
- frip.dat - Monthly Industrial Production of France
- import.dat - Monthly Imports and Import Taxes of Argentina
- newtaxes.dat - Monthly Import Taxes of Argentina
arimarobust-statisticstime-series-analysisopenblas
Last updated from:0675e2d9f5. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 115 | ||
| linux-devel-x86_64 | OK | 121 | ||
| source / vignettes | OK | 135 | ||
| linux-release-arm64 | OK | 136 | ||
| linux-release-x86_64 | OK | 108 | ||
| macos-release-arm64 | OK | 179 | ||
| macos-release-x86_64 | OK | 251 | ||
| macos-oldrel-arm64 | OK | 196 | ||
| macos-oldrel-x86_64 | OK | 253 | ||
| windows-devel | OK | 91 | ||
| windows-release | OK | 88 | ||
| windows-oldrel | OK | 78 | ||
| wasm-release | OK | 100 |
Exports:arima.robarima.rob.fitoutliers
Dependencies:splusTimeDatesplusTimeSeries
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Robust Fit of a REGARIMA Model and Outliers Detection | arima.rob |
| Robust REGARIMA Model and Outliers Detection Objects | arima.rob.object |
| Use coef on an arima.rob Object | coef.arima.rob |
| Monthly Industrial Production of France | frip.dat |
| Monthly Imports and Import Taxes of Argentina | import.dat |
| Monthly Import Taxes of Argentina | newtaxes.dat |
| Outliers Extraction for an <code>arima.rob</code> Object | outliers |
| Outliers Objects Extracted from <code>arima.rob</code> Objects | outliers.object |
| Use predict on an arima.rob Object | predict.arima.rob |
| Use print on an arima.rob Object | print.arima.rob |
| Use print on an outliers Object | print.outliers |
| Use print on a summary.arima.rob Object | print.summary.arima.rob |
| Use print on a summary.outliers Object | print.summary.outliers |
| Summary Method for arima.rob Objects | summary.arima.rob |
| Summary Method for outliers Objects | summary.outliers |
| Use <code>vcov()</code> on an <code>arima.rob</code> Model Object | vcov.arima.rob |
