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


Reference manual: longmemo.pdf
Vignettes: fast-specFGN
Package source: longmemo_1.1-1.tar.gz
Windows binaries: r-devel: longmemo_1.1-1.zip, r-release: longmemo_1.1-1.zip, r-oldrel: longmemo_1.1-1.zip
OS X binaries: r-release: longmemo_1.1-1.tgz, r-oldrel: longmemo_1.1-1.tgz
Old sources: longmemo archive

Reverse dependencies:

Reverse imports: LongMemoryTS, memochange
Reverse suggests: AER, fracdiff


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