Softwares

avar

This package provides the tools necessary to compute the empirical Allan variance and use it to estimate the parameters of (latent) time series models.

gmwm

This package provides a computationally efficient implementation of the classical and robust GMWM estimators introduced in Guerrier et al. 2013 (JASA) and Guerrier et al. 2014 (Aust J Stat).

imudata

This package contains a collection of inertial sensor datasets used in various published papers (e.g. Guerrier et al. 2013 (JASA), Stebler et al. 2014 (IEEE Trans. Aerosp. Electron. Syst.), Stebler et al. 2015 (IEEE Trans. Instrum. Meas.)) to allow reproducibility of the presented results.

panning

This package implements the panning algorithm presented in Guerrier et al. 2016 (Front Genet). The panning algorithm aims at using the statistical model selection theory to address gene selection problem.

simts

This package provides a series of tools to simulate, plot, estimate, select and forecast different time series models.

wv

This package provides the tools to perform standard and robust wavelet variance analysis for time series and signal processing.