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longmemo

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

Installation

About

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.

Key Metrics

Version 1.1-2
Published 2020-02-06 1531 days ago
Needs compilation? no
License GPL-2
License GPL-3
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Maintainer

Maintainer

Martin Maechler

maechler@stat.math.ethz.ch

Authors

S scripts originally by Jan Beran; Datasets via Brandon Whitcher.Toplevel R functions
much more by Martin Maechler.

Material

README
ChangeLog
Reference manual
Package source

In Views

Finance

Vignettes

fast-specFGN

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

longmemo archive

Imports

graphics
utils
stats

Suggests

sfsmisc

Enhances

fracdiff

Reverse Imports

gmwmx
LongMemoryTS
memochange

Reverse Suggests

AER
fracdiff
garma