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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: | 1.1-2 |
| Imports: | graphics, utils, stats |
| Suggests: | sfsmisc |
| Enhances: | fracdiff |
| Published: | 2020-02-06 |
| 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_1.1-2.tar.gz |
| Windows binaries: | r-devel: longmemo_1.1-2.zip, r-release: longmemo_1.1-2.zip, r-oldrel: longmemo_1.1-2.zip |
| macOS binaries: | r-release (arm64): longmemo_1.1-2.tgz, r-oldrel (arm64): longmemo_1.1-2.tgz, r-release (x86_64): longmemo_1.1-2.tgz, r-oldrel (x86_64): longmemo_1.1-2.tgz |
| Old sources: | longmemo archive |
| Reverse imports: | gmwmx, LongMemoryTS, memochange, mvDFA |
| Reverse suggests: | AER, fracdiff, garma |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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