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>.

Version:	1.0.1
Depends:	R (≥ 3.5.0)
Imports:	ggplot2, pracma, tseries, scales
Suggests:	knitr, rmarkdown, spelling
Published:	2026-03-19
DOI:	10.32614/CRAN.package.BTWAR (may not be active yet)
Author:	Carlos Bras-Geraldes [aut, cre, cph], J. Leonel Rocha [aut, cph]
Maintainer:	Carlos Bras-Geraldes <cgeraldes at gmail.com>
BugReports:	https://github.com/cgeraldes/BTWAR/issues
License:	GPL-3
URL:	https://doi.org/10.3390/math14030479, https://github.com/cgeraldes/BTWAR
NeedsCompilation:	no
Language:	en-US
Citation:	BTWAR citation info
Materials:	NEWS
CRAN checks:	BTWAR results

Documentation:

Reference manual:	BTWAR.html , BTWAR.pdf
Vignettes:	Introduction to the BTWAR Package (source, R code)

Downloads:

Package source:	BTWAR_1.0.1.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): BTWAR_1.0.1.tgz, r-release (x86_64): BTWAR_1.0.1.tgz, r-oldrel (x86_64): BTWAR_1.0.1.tgz

Linking:

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