washeR: Time Series Outlier Detection

Time series outlier detection by mean of non parametric test. Outlier detection regarding two methodologies: single time series variability (a vector) and grouped similar time series (a data frame). Andrea Venturini(2011) Statistica-Universita' Bologna, Vol.71, pp.329-344.

Version:	0.1.2
Imports:	gplots, grDevices, graphics, stats, utils
Published:	2018-07-12
Author:	Andrea Venturini
Maintainer:	Andrea Venturini <andrea.venturini at bancaditalia.it>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
CRAN checks:	washeR results

Documentation:

Reference manual:

washeR.pdf

Downloads:

Package source:	washeR_0.1.2.tar.gz
Windows binaries:	r-devel: washeR_0.1.2.zip, r-release: washeR_0.1.2.zip, r-oldrel: washeR_0.1.2.zip
macOS binaries:	r-release (arm64): washeR_0.1.2.tgz, r-oldrel (arm64): washeR_0.1.2.tgz, r-release (x86_64): washeR_0.1.2.tgz, r-oldrel (x86_64): washeR_0.1.2.tgz
Old sources:	washeR archive

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