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BTWAR

Butterworth-Induced Autoregressive Model

v1.0.1 · Mar 19, 2026 · GPL-3

Description

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>.

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Check History

OK 5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 19, 2026

Dependency Network

Dependencies Reverse dependencies ggplot2 pracma tseries scales BTWAR

Version History

new 1.0.1 Mar 19, 2026