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) .


Reference manual

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install.packages("BTWAR")

1.0.1 by Carlos Bras-Geraldes, 7 months ago


https://doi.org/10.3390/math14030479, https://github.com/cgeraldes/BTWAR


Report a bug at https://github.com/cgeraldes/BTWAR/issues


Browse source code at https://github.com/cran/BTWAR


Authors: Carlos Bras-Geraldes [aut, cre, cph] , J. Leonel Rocha [aut, cph]


Documentation:   PDF Manual  


GPL-3 license


Imports ggplot2, pracma, tseries, scales

Suggests knitr, rmarkdown, spelling


See at CRAN