gmwm - R package

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). Joint work with Balamuta, J., Molinari, R. & Yang, W.

simts - R package

This package contains various tools for time series analysis. Indeed, this R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models. It is originally conceived as a support to the online textbook "Applied Time Series Analysis with R".

imudata - R package

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 to reproducibility of the presented results. Joint work with Balamuta, J. & Molinari, R.

panning - R package

This package implements the algorithm presented in Guerrier et al. 2016 (Front Genet). Joint work with Balamuta, J., Molinari, R. & Orso, S.

smacdata - R package

This data package contains a collection of time series datasets used for teaching purposes.

frm - R package

(Under developement)

This package provides a computationally efficient implementation of the indirect inference framework to estimate parametric models in a robust fashion. Joint work with Orso, S. First stable version will be released on Github late 2017.