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Guidelines for package robust-ts

naming convention 

programming in layers/stages

input structure

output structure




Links to additional documents





Maintained Target / Todo-List for Project "robust-ts"


to be robustified: command from package "stats"
robustification / reference
source of code
status
modus
working on it
from
to
acf / pacf
Ma/Genton
Bernhard Spangl
done upto user interface

Roland Fried, Bernhard Spangl

now

Möttönen, Koivunen, Oja
Bernhard Spangl
done upto user interface

Roland Fried, Bernhard Spangl

now

quadrant correlation







MCD







RA







M-estimator






AIC/BIC
Ronchetti






ar / arima
GM-estimators
Bernhard Spangl
done; to be moved from/linked to robKalman





tau-estimators, diagnostics






[g]arch Boudt
Kris Boudt
done
code goes into fgarch package;
here: just a wrapper



unitroot tests



 ----


filter see packages for Robust Kalman Filtering / Robust Signal Extraction






Holt-winters Gelper, Fried, Croux



Sarah Gelper


spec/spectrum Spangl
Bernhard Spangl


Bernhard Spangl


methods to be adapted:
plot, print, summary / print.summary, confint, predict, residuals







to be added: function names from Fin-Metrics







NOTE:

This table is far from complete; so far it is just a starting point; please feel free to complete the list;
in particular fill in the exact references of papers;

a sort of legend


The project summary page you can find here.