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Welcome to Robust time series analysis project!

Provides various approaches for robust estimation of (partial) autocorrelation and autocovariance. There are also procedures for robust fitting and filtering of AR(p) processes as well as for robust change point detection.

More information on the project and the information how to install our R package robts you can find on the project summary page on the software development platform R-Forge. You will also find a current development version there, which can be installed by typing install.packages("robts", repos=c("http://R-Forge.R-project.org", "http://CRAN.R-project.org")) in R.

A good starting point for working with the package is its main help page which can be accessed by typing help("robts-package"). Details on how to cite the package are provided when typing citation("robts").

We appreciate any kind of feedback on the package. Contributions to the package are very welcome.

Maintainer: Alexander Dürre, Department of Statistics, Technische Universität Dortmund, Germany.