longmemo: Statistics for Long-Memory Processes (Book Jan Beran), and
Related Functionality
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.
| Version: |
1.1-1 |
| Imports: |
graphics, utils, stats |
| Suggests: |
sfsmisc |
| Enhances: |
fracdiff |
| Published: |
2018-09-14 |
| Author: |
S scripts originally by Jan Beran;
Datasets via Brandon Whitcher.
Toplevel R functions and much more by Martin Maechler. |
| Maintainer: |
Martin Maechler <maechler at stat.math.ethz.ch> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| Materials: |
README ChangeLog |
| In views: |
Finance |
| CRAN checks: |
longmemo results |
Downloads:
Reverse dependencies:
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