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:Stephen Kaluzny [aut, cre], Bill Dunlap [ctb], TIBCO Software Inc. [aut, cph]

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robustarima.pdf |robustarima.html✨
robustarima/json (API)

# Install 'robustarima' in R:
install.packages('robustarima', repos = c('https://spkaluzny.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/spkaluzny/robustarima/issues

Uses libs:
  • openblas– Optimized BLAS
Datasets:
  • frip.dat - Monthly Industrial Production of France
  • import.dat - Monthly Imports and Import Taxes of Argentina
  • newtaxes.dat - Monthly Import Taxes of Argentina

On CRAN:

arimarobust-statisticstime-series-analysis

3.23 score 17 scripts 348 downloads 3 exports 2 dependencies

Last updated 1 months agofrom:0675e2d9f5. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 24 2024
R-4.5-win-x86_64OKOct 24 2024
R-4.5-linux-x86_64OKOct 24 2024
R-4.4-win-x86_64OKOct 24 2024
R-4.4-mac-x86_64OKOct 24 2024
R-4.4-mac-aarch64OKOct 24 2024
R-4.3-win-x86_64OKOct 24 2024
R-4.3-mac-x86_64OKOct 24 2024
R-4.3-mac-aarch64OKOct 24 2024

Exports:arima.robarima.rob.fitoutliers

Dependencies:splusTimeDatesplusTimeSeries