avar (Q102029): Difference between revisions

← Older edit

@@ Property / last update @@
-July 2022Timestamp +2022-07-12T00:00:00Z
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++2022-07-12T00:00:00Z
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@@ Property / last update: 12 July 2022 / rank @@
-Normal rank
@@ Property / cites work @@
-Theoretical Limitations of Allan Variance-based Regression for Time Series Model Estimation
-Normal rank
@@ Property / software version identifier @@
+.1.0
@@ Property / software version identifier: 0.1.0 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.0 / qualifier @@
+publication date: 30 August 2019Timestamp +2019-08-30T00:00:00Z
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++2019-08-30T00:00:00Z
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@@ Property / software version identifier @@
+.1.1
@@ Property / software version identifier: 0.1.1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.1 / qualifier @@
+publication date: 15 January 2020Timestamp +2020-01-15T00:00:00Z
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++2020-01-15T00:00:00Z
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@@ Property / software version identifier @@
+.1.3
@@ Property / software version identifier: 0.1.3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.3 / qualifier @@
+publication date: 29 August 2023Timestamp +2023-08-29T00:00:00Z
Timezone +00:00
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++2023-08-29T00:00:00Z
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+August 2023Timestamp +2023-08-29T00:00:00Z
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++2023-08-29T00:00:00Z
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@@ Property / last update: 29 August 2023 / rank @@
+Normal rank
@@ Property / description @@
+Implements the allan variance and allan variance linear regression estimator for latent time series models. More details about the method can be found, for example, in Guerrier, S., Molinari, R., & Stebler, Y. (2016) <doi:10.1109/LSP.2016.2541867>.
+Normal rank
@@ Property / author @@
+Stéphane Guerrier
@@ Property / author: Stéphane Guerrier / rank @@
+Normal rank
@@ Property / author @@
+James Balamuta
@@ Property / author: James Balamuta / rank @@
+Normal rank
@@ Property / author @@
+Gaetan Bakalli
@@ Property / author: Gaetan Bakalli / rank @@
+Normal rank
@@ Property / author @@
+Roberto Molinari
@@ Property / author: Roberto Molinari / rank @@
+Normal rank
@@ Property / author @@
+Justin Lee
@@ Property / author: Justin Lee / rank @@
+Normal rank
@@ Property / author @@
+Ahmed Radi
@@ Property / author: Ahmed Radi / rank @@
+Normal rank
@@ Property / author @@
+Haotian Xu
@@ Property / author: Haotian Xu / rank @@
+Normal rank
@@ Property / author @@
+Yuming Zhang
@@ Property / author: Yuming Zhang / rank @@
+Normal rank
@@ Property / author @@
+Nathanael Claussen
@@ Property / author: Nathanael Claussen / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU Affero General Public License, version 3.0
+Normal rank
@@ Property / imports @@
+Rcpp
@@ Property / imports: Rcpp / rank @@
+Normal rank
@@ Property / imports @@
+stats
@@ Property / imports: stats / rank @@
+Normal rank
@@ Property / imports @@
+simts
@@ Property / imports: simts / rank @@
+Normal rank
@@ Property / cites work @@
+Theoretical Limitations of Allan Variance-based Regression for Time Series Model Estimation
+Normal rank
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 3.5.0
@@ Property / MaRDI profile type @@
+MaRDI software profile
@@ Property / MaRDI profile type: MaRDI software profile / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Software:102029

Latest revision as of 18:56, 12 March 2024

Allan Variance

Language	Label	Description	Also known as
English	avar	Allan Variance

Statements

instance of

R package

0 references

software version identifier

0.1.2

publication date

12 July 2022

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0.1.0

publication date

30 August 2019

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0.1.1

publication date

15 January 2020

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0.1.3

publication date

29 August 2023

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0 references

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29 August 2023

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description

Implements the allan variance and allan variance linear regression estimator for latent time series models. More details about the method can be found, for example, in Guerrier, S., Molinari, R., & Stebler, Y. (2016) <doi:10.1109/LSP.2016.2541867>.

0 references

0 references

0 references

0 references

0 references

0 references