FGN: Fractional Gaussian Noise and power law decay time series model fitting

Exact MLE and Whittle MLE estimation for power law decay models.

Version: 2.0-12
Depends: R (≥ 2.1.0)
Imports: akima, ltsa
Published: 2014-05-16
Author: A.I. McLeod and Justin Veenstra
Maintainer: A.I. McLeod <aimcleod at uwo.ca>
License: CC BY-NC-SA 3.0
URL: http://www.stats.uwo.ca/faculty/aim
NeedsCompilation: yes
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
Citation: FGN citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: FGN results


Reference manual: FGN.pdf
Package source: FGN_2.0-12.tar.gz
Windows binaries: r-devel: FGN_2.0-12.zip, r-release: FGN_2.0-12.zip, r-oldrel: FGN_2.0-12.zip
OS X Mavericks binaries: r-release: FGN_2.0-12.tgz, r-oldrel: FGN_2.0-12.tgz
Old sources: FGN archive

Reverse dependencies:

Reverse suggests: HKprocess, portes


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