Corbae-Ouliaris frequency domain filtering. According to Corbae and Ouliaris (2006) <doi:10.1017/CBO9781139164863.008>, this is a solution for extracting cycles from time series, like business cycles etc. when filtering. This method is valid for both stationary and non-stationary time series.
| Version: | 0.1.5 |
| Imports: | stats |
| Suggests: | Rfast, Rfast2, knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-06-03 |
| DOI: | 10.32614/CRAN.package.corbouli |
| Author: | Christos Adam |
| Maintainer: | Christos Adam <econp266 at econ.soc.uoc.gr> |
| BugReports: | https://github.com/cadam00/corbouli/issues |
| License: | GPL-3 |
| URL: | https://github.com/cadam00/corbouli, https://cadam00.github.io/corbouli/ |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| In views: | TimeSeries |
| CRAN checks: | corbouli results |
| Reference manual: | corbouli.html , corbouli.pdf |
| Vignettes: |
Introduction to corbouli (source, R code) |
| Package source: | corbouli_0.1.5.tar.gz |
| Windows binaries: | r-devel: corbouli_0.1.5.zip, r-release: corbouli_0.1.5.zip, r-oldrel: corbouli_0.1.5.zip |
| macOS binaries: | r-release (arm64): corbouli_0.1.5.tgz, r-oldrel (arm64): corbouli_0.1.5.tgz, r-release (x86_64): corbouli_0.1.5.tgz, r-oldrel (x86_64): corbouli_0.1.5.tgz |
| Old sources: | corbouli archive |
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