Package: robustarima 0.2.7

Stephen Kaluzny

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]

robustarima_0.2.7.tar.gz
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://cran.r-universe.dev', 'https://cloud.r-project.org'))

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:

Conda:

openblas

2.29 score 23 scripts 1.7k downloads 3 exports 2 dependencies

Last updated from:311880c239. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK136
linux-devel-x86_64OK97
source / vignettesOK121
linux-release-arm64OK131
linux-release-x86_64OK110
wasm-releaseOK116

Exports:arima.robarima.rob.fitoutliers

Dependencies:splusTimeDatesplusTimeSeries