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kfino

Kalman Filter for Impulse Noised Outliers

A method for detecting outliers with a Kalman filter on impulsed noised outliers and prediction on cleaned data. 'kfino' is a robust sequential algorithm allowing to filter data with a large number of outliers. This algorithm is based on simple latent linear Gaussian processes as in the Kalman Filter method and is devoted to detect impulse-noised outliers. These are data points that differ significantly from other observations. 'ML' (Maximization Likelihood) and 'EM' (Expectation-Maximization algorithm) algorithms were implemented in 'kfino'. The method is described in full details in the following arXiv e-Print: <arXiv:2208.00961>.

Versions across snapshots

VersionRepositoryFileSize
1.0.0 rolling linux/jammy R-4.5 kfino_1.0.0.tar.gz 1.1 MiB
1.0.0 rolling linux/noble R-4.5 kfino_1.0.0.tar.gz 1.1 MiB
1.0.0 rolling source/ R- kfino_1.0.0.tar.gz 1.1 MiB
1.0.0 latest linux/jammy R-4.5 kfino_1.0.0.tar.gz 1.1 MiB
1.0.0 latest linux/noble R-4.5 kfino_1.0.0.tar.gz 1.1 MiB
1.0.0 latest source/ R- kfino_1.0.0.tar.gz 1.1 MiB
1.0.0 2026-04-26 source/ R- kfino_1.0.0.tar.gz 1.1 MiB
1.0.0 2026-04-23 source/ R- kfino_1.0.0.tar.gz 1.1 MiB
1.0.0 2026-04-09 windows/windows R-4.5 kfino_1.0.0.zip 1.1 MiB
1.0.0 2025-04-20 source/ R- kfino_1.0.0.tar.gz 1.1 MiB

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