The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

nsarfima: Methods for Fitting and Simulating Non-Stationary ARFIMA Models

Routines for fitting and simulating data under autoregressive fractionally integrated moving average (ARFIMA) models, without the constraint of covariance stationarity. Two fitting methods are implemented, a pseudo-maximum likelihood method and a minimum distance estimator. Mayoral, L. (2007) <doi:10.1111/j.1368-423X.2007.00202.x>. Beran, J. (1995) <doi:10.1111/j.2517-6161.1995.tb02054.x>.

Version: 0.2.0.0
Depends: R (≥ 3.6.0)
Published: 2020-08-06
DOI: 10.32614/CRAN.package.nsarfima
Author: Benjamin Groebe [aut, cre]
Maintainer: Benjamin Groebe <ben.groebe at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: no
In views: TimeSeries
CRAN checks: nsarfima results

Documentation:

Reference manual: nsarfima.pdf

Downloads:

Package source: nsarfima_0.2.0.0.tar.gz
Windows binaries: r-devel: nsarfima_0.2.0.0.zip, r-release: nsarfima_0.2.0.0.zip, r-oldrel: nsarfima_0.2.0.0.zip
macOS binaries: r-release (arm64): nsarfima_0.2.0.0.tgz, r-oldrel (arm64): nsarfima_0.2.0.0.tgz, r-release (x86_64): nsarfima_0.2.0.0.tgz, r-oldrel (x86_64): nsarfima_0.2.0.0.tgz
Old sources: nsarfima archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=nsarfima to link to this page.

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.
Health stats visible at Monitor.