Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.
| Version: | 1.1 |
| Depends: | R (≥ 2.1.0) |
| Imports: | ltsa, gsl |
| Published: | 2015-11-08 |
| Author: | A. I. McLeod, Farzad Sabzikar, Mark M. Meerschaert |
| Maintainer: | A.I. McLeod <aimcleod at uwo.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.stats.uwo.ca/faculty/aim |
| NeedsCompilation: | no |
| Classification/ACM: | G.3, G.4, I.5.1 |
| Classification/MSC: | 62M10, 91B84 |
| Materials: | NEWS |
| CRAN checks: | artfima results |
| Reference manual: | artfima.pdf |
| Package source: | artfima_1.1.tar.gz |
| Windows binaries: | r-devel: artfima_1.1.zip, r-release: artfima_1.1.zip, r-oldrel: artfima_1.1.zip |
| OS X Snow Leopard binaries: | r-release: artfima_1.1.tgz, r-oldrel: not available |
| OS X Mavericks binaries: | r-release: artfima_1.1.tgz |
| Old sources: | artfima archive |