CRAN/E | HKprocess

HKprocess

Hurst-Kolmogorov Process

Installation

About

Methods to make inference about the Hurst-Kolmogorov (fractional Gaussian noise, fGn) and the AR(1) process. Related time series trend tests are also included.

Citation HKprocess citation info

Key Metrics

Version 0.1-1
R ≥ 3.2.3
Published 2022-10-26 551 days ago
Needs compilation? yes
License GPL-3
CRAN checks HKprocess results

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Maintainer

Maintainer

Hristos Tyralis

montchrister@gmail.com

Authors

Hristos Tyralis

aut / cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

HKprocess archive

Depends

R ≥ 3.2.3

Imports

MCMCpack ≥ 1.3-3
gtools ≥ 3.5.0

Suggests

ltsa ≥ 1.4.6