Package: BTWAR 1.0.1
BTWAR: Butterworth-Induced Autoregressive Model
Implements the Butterworth-Induced Autoregressive ('BTWAR') model, where autoregressive coefficients are obtained from analog Butterworth filter prototypes mapped into the discrete-time domain using the Matched Z-Transform. The framework establishes a structured connection between frequency-domain filter design and time-domain autoregressive modeling. Model order selection is performed via nested rolling-origin cross-validation. Method described in Bras-Geraldes, Rocha and Martins (2026) <doi:10.3390/math14030479>.
Authors:
BTWAR_1.0.1.tar.gz
BTWAR_1.0.1.zip(r-4.7)BTWAR_1.0.1.zip(r-4.6)BTWAR_1.0.1.zip(r-4.5)
BTWAR_1.0.1.tgz(r-4.6-any)BTWAR_1.0.1.tgz(r-4.5-any)
BTWAR_1.0.1.tar.gz(r-4.7-any)BTWAR_1.0.1.tar.gz(r-4.6-any)
BTWAR_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
BTWAR/json (API)
NEWS
| # Install 'BTWAR' in R: |
| install.packages('BTWAR', repos = c('https://cgeraldes.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/cgeraldes/btwar/issues
Last updated from:1e0a572945. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 126 | ||
| source / vignettes | OK | 224 | ||
| linux-release-x86_64 | OK | 130 | ||
| macos-release-arm64 | OK | 200 | ||
| macos-oldrel-arm64 | OK | 152 | ||
| windows-devel | OK | 108 | ||
| windows-release | OK | 80 | ||
| windows-oldrel | OK | 107 | ||
| wasm-release | OK | 107 |
Exports:apply_stationaritybtwar_fitcompute_spectrummseplot_bodeplot_freq_amplitudeplot_zpolespoles_ARrmsesimulate_ar_splityhat_aryhat_arma
Dependencies:clicpp11curlfarverggplot2gluegtableisobandjsonlitelabelinglatticelifecyclepracmaquadprogquantmodR6RColorBrewerrlangS7scalestseriesTTRvctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Apply Stationarity Transformation to a Train/Test Split | apply_stationarity |
| Fit a Butterworth-Induced Autoregressive Model | btwar_fit |
| Extract AR Coefficients from a BTWAR Model | coef.btwar |
| Compute the One-Sided Power Spectrum | compute_spectrum |
| Fitted Values from a BTWAR Model | fitted.btwar |
| Mean Squared Error | mse |
| Plot the Bode Magnitude Diagram of a BTWAR Model | plot_bode |
| Plot the Frequency Amplitude Spectrum of a Time Series | plot_freq_amplitude |
| Plot Z-Plane Poles from a BTWAR Model | plot_zpoles |
| Plot Predictions from a BTWAR Model | plot.btwar |
| Compute Z-Plane Poles of an AR Model | poles_AR |
| Predict from a BTWAR Model | predict.btwar |
| Print a BTWAR Model | print.btwar |
| Print a BTWAR Model Summary | print.summary.btwar |
| Residuals from a BTWAR Model | residuals.btwar |
| Root Mean Squared Error | rmse |
| Simulate an AR(p) Series and Split into Train/Test Sets | simulate_ar_split |
| Summarise a BTWAR Model | summary.btwar |
| One-Step-Ahead AR Predictions | yhat_ar |
| One-Step-Ahead ARMA Predictions | yhat_arma |
