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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).

Versions across snapshots

VersionRepositoryFileSize
0.2.7 rolling linux/jammy R-4.5 robustarima_0.2.7.tar.gz 170.1 KiB
0.2.7 rolling linux/noble R-4.5 robustarima_0.2.7.tar.gz 170.8 KiB
0.2.7 rolling source/ R- robustarima_0.2.7.tar.gz 74.5 KiB
0.2.7 latest linux/jammy R-4.5 robustarima_0.2.7.tar.gz 170.1 KiB
0.2.7 latest linux/noble R-4.5 robustarima_0.2.7.tar.gz 170.8 KiB
0.2.7 latest source/ R- robustarima_0.2.7.tar.gz 74.5 KiB
0.2.7 2026-04-26 source/ R- robustarima_0.2.7.tar.gz 74.5 KiB
0.2.7 2026-04-23 source/ R- robustarima_0.2.7.tar.gz 74.5 KiB
0.2.7 2026-04-09 windows/windows R-4.5 robustarima_0.2.7.zip 180.1 KiB
0.2.7 2025-04-20 source/ R- robustarima_0.2.7.tar.gz 74.5 KiB

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Imports