longmemo

Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality

Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.

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Description file content

Package
longmemo
Version
1.1-1
Date
2018-09-14
Author
S scripts originally by Jan Beran ; Datasets via Brandon Whitcher . Toplevel R functions and much more by Martin Maechler.
Maintainer
Martin Maechler
Title
Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality
Description
Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.
Imports
graphics, utils, stats
Enhances
fracdiff
Suggests
sfsmisc
BuildResaveData
no
License
GPL (>= 2)
NeedsCompilation
no
Packaged
2018-09-14 12:39:16 UTC; maechler
Repository
CRAN
Date/Publication
2018-09-14 15:50:06 UTC

install.packages('longmemo')

1.1-1

a year ago

Martin Maechler

GPL (>= 2)

Imports

graphics, utils, stats

Suggests

sfsmisc

Discussions