`avar`

package
This package provides the tools necessary to compute the empirical Allan Variance (AV) and use it to estimate the parameters of (latent) time series models. The estimation of the Allan Variance is performed through the estimator proposed by Allan (1966) and, based on this quantity, the Allan Variance Linear Regression (AVLR) approach (or Allan Variance Slope Method) is often used by engineers to retrieve the parameters of time series models which are assumed to underlie the observed signals (see for example Guerrier, Molinari, and Stebler 2016). These estimators are implemented in this package along with the relevant plotting and summary functions.

The `avar`

package is available on both CRAN and GitHub.
The CRAN version is considered stable while the GitHub version is
subject to modifications/updates which may lead to installation problems
or broken functions. You can install the stable version of the
`avar`

package with:

`install.packages("avar")`

For users who are interested in having the latest developments, the
GitHub version is ideal
although more dependencies are required to run a stable version of the
package. Most importantly, users **must** have a (C++)
compiler installed on their machine that is compatible with R
(e.g. Clang). Once you’ve made sure that you have a compatible C++
compiler installed on your computer, run the following code in an R
session and you will be ready to use the devlopment version of
`avar`

.

```
# Install dependencies
install.packages(c("devtools"))
# Install/Update the package from GitHub
::install_github("SMAC-Group/avar")
devtools
# Install the package with Vignettes/User Guides
::install_github("SMAC-Group/avar", build_vignettes = TRUE) devtools
```

Allan, David W. 1966. “Statistics of Atomic Frequency Standards.”
*Proceedings of the IEEE* 54 (2): 221–30.

Guerrier, Stéphane, Roberto Molinari, and Yannick Stebler. 2016.
“Theoretical Limitations of Allan Variance-Based Regression for Time
Series Model Estimation.” *IEEE Signal Processing Letters* 23
(5): 597–601.