Allan Variance

Implements the allan variance and allan variance linear regression estimator for latent time series models. More details about the method can be found, for example, in Guerrier, S., Molinari, R., & Stebler, Y. (2016) .


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Reference manual

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install.packages("avar")

0.1.1 by Stéphane Guerrier, 9 months ago


https://github.com/SMAC-Group/avar


Report a bug at https://github.com/SMAC-Group/avar/issues


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


Authors: Stéphane Guerrier [aut, cre] , James Balamuta [aut] , Gaetan Bakalli [aut] , Roberto Molinari [aut] , Justin Lee [aut] , Ahmed Radi [aut] , Haotian Xu [aut] , Yuming Zhang [aut] , Nathanael Claussen [aut]


Documentation:   PDF Manual  


AGPL-3 license


Imports Rcpp, stats, simts

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


See at CRAN