CRAN/E | LongMemoryTS

LongMemoryTS

Long Memory Time Series

Installation

About

Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.

Key Metrics

Version 0.1.0
Published 2019-02-18 1895 days ago
Needs compilation? yes
License GPL-2
CRAN checks LongMemoryTS results

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Maintainer

Maintainer

Christian Leschinski

christian_leschinski@gmx.de

Authors

Christian Leschinski

aut / cre

Michelle Voges

ctb

Kai Wenger

ctb

Material

Reference manual
Package source

In Views

TimeSeries

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

Imports

Rcpp
stats
longmemo
partitions
fracdiff
mvtnorm

LinkingTo

Rcpp
RcppArmadillo

Reverse Imports

memochange