BTWAR
Butterworth-Induced Autoregressive Model
Implements the Butterworth-Induced Autoregressive ('BTWAR') model, where autoregressive coefficients are obtained from analog Butterworth filter prototypes mapped into the discrete-time domain using the Matched Z-Transform. The framework establishes a structured connection between frequency-domain filter design and time-domain autoregressive modeling. Model order selection is performed via nested rolling-origin cross-validation. Method described in Bras-Geraldes, Rocha and Martins (2026) <doi:10.3390/math14030479>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | BTWAR_1.0.1.tar.gz |
392.0 KiB |
1.0.1 |
rolling linux/noble R-4.5 | BTWAR_1.0.1.tar.gz |
392.1 KiB |
1.0.1 |
rolling source/ R- | BTWAR_1.0.1.tar.gz |
305.7 KiB |
1.0.1 |
latest linux/jammy R-4.5 | BTWAR_1.0.1.tar.gz |
392.0 KiB |
1.0.1 |
latest linux/noble R-4.5 | BTWAR_1.0.1.tar.gz |
392.1 KiB |
1.0.1 |
latest source/ R- | BTWAR_1.0.1.tar.gz |
305.7 KiB |
1.0.1 |
2026-04-26 source/ R- | BTWAR_1.0.1.tar.gz |
305.7 KiB |
1.0.1 |
2026-04-23 source/ R- | BTWAR_1.0.1.tar.gz |
305.7 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | BTWAR_1.0.1.zip |
395.8 KiB |