Package:     signalextraction
Type:        Package
Title:       Real-Time Signal Extraction (Direct Filter Approach)
Version:     2.0.0
Date:        2007-03-08
Author:      Marc Wildi & Marcel Dettling
Maintainer:  Marcel Dettling, <dem@zhwin.ch>
Description: The Direct Filter Approach (DFA) provides efficient estimates of 
	     signals at the current boundary of time series in real-time. For 
             that purpose, one-sided ARMA-filters are computed by minimizing
             customized error criteria. The DFA can be used for estimating  
             either the level or turning-points of a series, knowing that both
             criteria are incongruent. In the context of real-time turning-
             point detection, various risk-profiles can be operationalized, 
             which account for the speed and/or the reliability of the one-
             sided filter. 
Suggests:    tcltk	
License:     GPL 2.0
Packaged: Wed Mar 14 15:02:41 2007; dem
