{ "_id": "6a1f21dcb401979e73420750", "Package": "robfilter", "Version": "4.1.6", "Date": "2025-11-16", "Title": "Robust Time Series Filters", "Authors@R": "c(person(\"Roland\", \"Fried\", \nemail = \"fried@statistik.tu-dortmund.de\",\nrole = c(\"aut\", \"cre\")),\nperson(\"Karen\", \"Schettlinger\",\nemail = \"schettlinger@statistik.tu-dortmund.de\",\nrole = \"aut\"),\nperson(\"Matthias\", \"Borowski\",\nemail = \"borowski@statistik.tu-dortmund.de\",\nrole = \"aut\"),\nperson(\"Robin\", \"Nunkesser\",\nrole = \"ctb\"),\nperson(\"Thorsten\", \"Bernholt\",\nrole = \"ctb\"))", "Author": "Roland Fried [aut, cre], Karen Schettlinger [aut], Matthias\nBorowski [aut], Robin Nunkesser [ctb], Thorsten Bernholt [ctb]", "Maintainer": "Roland Fried ", "Description": "Implementations for several robust procedures that allow\nfor (online) extraction of the signal of univariate or\nmultivariate time series by applying robust regression\ntechniques to a moving time window are provided. Included are\nunivariate filtering procedures based on repeated-median\nregression as well as hybrid and trimmed filters derived from\nit; see Schettlinger et al. (2006) .\nThe adaptive online repeated median by Schettlinger et al.\n(2010) and the slope comparing adaptive\nrepeated median by Borowski and Fried (2013)\n choose the width of the moving\ntime window adaptively. Multivariate versions are also\nprovided; see Borowski et al. (2009)\n for a multivariate online\nadaptive repeated median and Borowski (2012)\n for a multivariate slope comparing\nadaptive repeated median. Furthermore, a repeated-median based\nfilter with automatic outlier replacement and shift detection\nis provided; see Fried (2004)\n.", "License": "GPL (>= 2)", "URL": "https://msnat.statistik.tu-dortmund.de/en/team/chair/", "LazyData": "yes", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-16 07:25:32 UTC", "User": "root" }, "RoxygenNote": "7.2.1", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2025-11-17 08:10:02 UTC", "RemoteUrl": "https://github.com/cran/robfilter", "RemoteRef": "HEAD", "RemoteSha": "86cb578cb7e09caaf666dcffb4f11c86ae022a08", "MD5sum": "911d97ff8dc36e920fd5da5dd87fe6d9", "_user": "cran", "_type": "src", "_file": "robfilter_4.1.6.tar.gz", "_fileid": "d85336e251f3befe6379690e5b8d62f1c56e8a05e40c0faa2f45d723279b6d1f", "_filesize": 519161, "_sha256": "d85336e251f3befe6379690e5b8d62f1c56e8a05e40c0faa2f45d723279b6d1f", "_created": "2026-05-16T07:25:32.000Z", "_published": "2026-06-02T18:33:00.942Z", "_distro": "noble", "_jobs": [ { "job": 79144226215, "time": 130, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7031577962" }, { "job": 79144225985, "time": 108, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7031575958" }, { "job": 79144226196, "time": 132, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7031578267" }, { "job": 79144226061, "time": 127, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7031577794" }, { "job": 79144225558, "time": 156, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7031564478" }, { "job": 79144225033, "time": 108, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7366557136" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/25956054786", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/robfilter", "_commit": { "id": "86cb578cb7e09caaf666dcffb4f11c86ae022a08", "author": "Roland Fried ", "committer": "cran-robot ", "message": "version 4.1.6\n", "time": 1763367002 }, "_maintainer": { "name": "Roland Fried", "email": "fried@statistik.tu-dortmund.de" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.6.0", "role": "Depends" }, { "package": "robustbase", "role": "Depends" }, { "package": "MASS", "role": "Depends" }, { "package": "lattice", "role": "Depends" }, { "package": "stats", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "utils", "role": "Imports" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [ { "week": "2025-47", "n": 1 } ], "_tags": [ { "name": "4.1.6", "date": "2025-11-17" } ], "_stars": 2, "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 954, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/robfilter" }, "_mentions": 4, "_searchresults": 29, "_topics": [ "cpp" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/robfilter.html", "manual.pdf" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "1.0", "date": "2008-01-29" }, { "version": "2.0", "date": "2008-08-06" }, { "version": "2.1", "date": "2008-08-20" }, { "version": "2.2", "date": "2008-09-28" }, { "version": "2.3", "date": "2008-10-13" }, { "version": "2.4", "date": "2008-12-13" }, { "version": "2.5", "date": "2009-06-18" }, { "version": "2.6", "date": "2010-01-28" }, { "version": "2.6.1", "date": "2010-04-22" }, { "version": "3.0", "date": "2011-07-28" }, { "version": "3.1", "date": "2012-08-08" }, { "version": "3.2", "date": "2012-08-21" }, { "version": "4.0", "date": "2012-09-13" }, { "version": "4.1", "date": "2014-12-05" }, { "version": "4.1.1", "date": "2018-05-17" }, { "version": "4.1.2", "date": "2019-11-21" }, { "version": "4.1.3", "date": "2022-11-06" }, { "version": "4.1.4", "date": "2023-12-06" }, { "version": "4.1.5", "date": "2024-07-16" }, { "version": "4.1.6", "date": "2025-11-17" } ], "_exports": [ "adore.filter", "dr.filter", "dw.filter", "hybrid.filter", "lms.filter", "lqd.filter", "lts.filter", "madore.filter", "med.filter", "mscarm.filter", "rm.filter", "robreg.filter", "robust.filter", "scarm.filter", "wrm.filter", "wrm.smooth" ], "_datasets": [ { "name": "const", "title": "Correction factors to achieve unbiasedness of the Qn scale estimator", "object": "const", "class": [ "data.frame" ], "fields": [ "n", "const" ], "rows": 96, "table": true, "tojson": true }, { "name": "const.Q", "title": "Correction factors to achieve unbiasedness of the regression-free Q scale estimator", "object": "const.Q", "class": [ "matrix", "array" ], "fields": [ "phi=-0.9", "phi=-0.6", "phi=-0.3", "phi=0", "phi=0.3", "phi=0.6", "phi=0.9" ], "rows": 300, "table": true, "tojson": true }, { "name": "critvals", "title": "Critical Values for the RM Goodness of Fit Test", "object": "critvals", "class": [ "matrix", "array" ], "fields": [ "V1", "V2", "V3", "V4", "V5", "V6", "V7", "V8", "V9", "V10", "V11", "V12", "V13", "V14", "V15", "V16", "V17", "V18", "V19", "V20", "V21", "V22", "V23", "V24", "V25", "V26", "V27", "V28", "V29", "V30", "V31", "V32", "V33", "V34", "V35", "V36", "V37", "V38", "V39", "V40", "V41", "V42", "V43", "V44", "V45", "V46", "V47", "V48", "V49", "V50", "V51", "V52", "V53", "V54", "V55", "V56", "V57", "V58", "V59", "V60", "V61" ], "rows": 600, "table": true, "tojson": true }, { "name": "dfs", "title": "Degrees of freedom for the SCARM test statistic.", "object": "dfs", "class": [ "data.frame" ], "fields": [ "X5", "X10", "X15", "X20", "X25", "X30", "X35", "X40", "X45", "X50", "X55", "X60", "X65", "X70", "X75", "X80", "X85", "X90", "X95", "X100" ], "rows": 20, "table": true, "tojson": true }, { "name": "multi.ts", "title": "Generated Multivariate Time Series", "object": "multi.ts", "class": [ "matrix", "array" ], "fields": {}, "rows": 500, "table": true, "tojson": true }, { "name": "sizecorrection", "title": "Bias correction factors for the robust scale estimators MAD, Sn, Qn, and LSH", "object": "sysdata", "class": [ "data.frame" ], "fields": [ "MAD", "LSH", "QN", "SN" ], "rows": 31, "table": true, "tojson": true }, { "name": "timecorrection", "title": "Correction factors for the scale estimation of the filtering procedure proposed by Fried (2004).", "object": "sysdata", "class": [ "data.frame" ], "fields": [ "T-MAD", "T-LSH", "T-QN", "T-SN", "L-MAD", "L-LSH", "L-QN", "L-SN", "M-MAD", "M-LSH", "M-QN", "M-SN", "W-MAD", "W-LSH", "W-QN", "W-SN" ], "rows": 250, "table": true, "tojson": true }, { "name": "var.n", "title": "Variance of the Repeated Median slope estimator.", "object": "var.n", "class": [ "data.frame" ], "fields": [ "phi=-0.9", "phi=-0.6", "phi=-0.3", "phi=0", "phi=0.3", "phi=0.6", "phi=0.9" ], "rows": 300, "table": true, "tojson": true } ], "_help": [ { "page": "robfilter-package", "title": "Robust Time Series Filters", "topics": [ "robfilter-package", "robfilter" ] }, { "page": "adore.filter", "title": "A Robust Adaptive Online Repeated Median Filter for Univariate Time Series", "topics": [ "adore.filter" ] }, { "page": "const", "title": "Correction factors to achieve unbiasedness of the Qn scale estimator", "topics": [ "const" ] }, { "page": "const.Q", "title": "Correction factors to achieve unbiasedness of the regression-free Q scale estimator", "topics": [ "const.Q" ] }, { "page": "critvals", "title": "Critical Values for the RM Goodness of Fit Test", "topics": [ "critvals" ] }, { "page": "dfs", "title": "Degrees of freedom for the SCARM test statistic.", "topics": [ "dfs" ] }, { "page": "dr.filter", "title": "Deepest Regression (DR) filter", "topics": [ "dr.filter" ] }, { "page": "dw.filter", "title": "Robust Double Window Filtering Methods for Univariate Time Series", "topics": [ "dw.filter", "dw.filter.online" ] }, { "page": "hybrid.filter", "title": "Robust Hybrid Filtering Methods for Univariate Time Series", "topics": [ "hybrid.filter" ] }, { "page": "lms.filter", "title": "Least Median of Squares (LMS) filter", "topics": [ "lms.filter" ] }, { "page": "lqd.filter", "title": "Least Quartile Difference filter", "topics": [ "lqd.filter" ] }, { "page": "lts.filter", "title": "Least Trimmed Squares (LTS) filter", "topics": [ "lts.filter" ] }, { "page": "madore.filter", "title": "A multivariate adaptive online repeated median filter", "topics": [ "madore.filter" ] }, { "page": "med.filter", "title": "Median (MED) filter", "topics": [ "med.filter" ] }, { "page": "mscarm.filter", "title": "MSCARM (Multivariate Slope Comparing Adaptive Repeated Median)", "topics": [ "mscarm.filter" ] }, { "page": "multi.ts", "title": "Generated Multivariate Time Series", "topics": [ "multi.ts" ] }, { "page": "rm.filter", "title": "Repeated Median (RM) filter", "topics": [ "rm.filter" ] }, { "page": "robreg.filter", "title": "Robust Regression Filters for Univariate Time Series", "topics": [ "robreg.filter" ] }, { "page": "robust.filter", "title": "Robust Filtering Methods for Univariate Time Series", "topics": [ "robust.filter" ] }, { "page": "scarm.filter", "title": "SCARM (Slope Comparing Adaptive Repeated Median)", "topics": [ "scarm.filter" ] }, { "page": "sizecor", "title": "Bias correction factors for the robust scale estimators MAD, Sn, Qn, and LSH", "topics": [ "sizecorrection" ] }, { "page": "timecor", "title": "Correction factors for the scale estimation of the filtering procedure proposed by Fried (2004).", "topics": [ "timecorrection" ] }, { "page": "var.n", "title": "Variance of the Repeated Median slope estimator.", "topics": [ "var.n" ] }, { "page": "wrm.filter", "title": "Weighted Repeated Median Filters for Univariate Time Series", "topics": [ "wrm.filter" ] }, { "page": "wrm.smooth", "title": "Weighted Repeated Median Smoothing", "topics": [ "wrm.smooth" ] } ], "_rundeps": [ "DEoptimR", "lattice", "MASS", "robustbase" ], "_sysdeps": [ { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_score": 2.3654879848909, "_indexed": true, "_nocasepkg": "robfilter", "_universes": [ "cran" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "4.1.6", "date": "2026-05-16T07:27:33.000Z", "distro": "noble", "arch": "aarch64", "commit": "86cb578cb7e09caaf666dcffb4f11c86ae022a08", "fileid": "e4360e13dd63e8571c731c67e6c3da5b9f1be94f4d1649e63bb64287f3abf1a0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/25956054786" }, { "r": "4.7.0", "os": "linux", "version": "4.1.6", "date": "2026-05-16T07:27:13.000Z", "distro": "noble", "arch": "x86_64", "commit": "86cb578cb7e09caaf666dcffb4f11c86ae022a08", "fileid": "525a57f955f5f9c973df683f26bafd273b4bc7aa8bd3ea85e1d2e616391eee25", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/25956054786" }, { "r": "4.6.0", "os": "linux", "version": "4.1.6", "date": "2026-05-16T07:27:39.000Z", "distro": "noble", "arch": "aarch64", "commit": "86cb578cb7e09caaf666dcffb4f11c86ae022a08", "fileid": "a17e6ce807938d0c23b2785c6280997006fce4e4263b1bf90ade988c0b780a4b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/25956054786" }, { "r": "4.6.0", "os": "linux", "version": "4.1.6", "date": "2026-05-16T07:27:26.000Z", "distro": "noble", "arch": "x86_64", "commit": "86cb578cb7e09caaf666dcffb4f11c86ae022a08", "fileid": "546d9dce21b6f7a45c62e09a3ebf3f83cbc55cb93cd241ddab607bcd66cad8d7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/25956054786" }, { "r": "4.6.0", "os": "wasm", "version": "4.1.6", "date": "2026-06-02T18:32:35.000Z", "arch": "emscripten", "commit": "86cb578cb7e09caaf666dcffb4f11c86ae022a08", "fileid": "2d26c8dad358acdab955d221e897d42db23c700901b48fa38f9ae1dee7171157", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/25956054786" } ] }