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artfima: ARTFIMA Model Estimation

Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.

Version: 1.5
Depends: R (≥ 2.1.0)
Imports: ltsa, gsl
Published: 2016-07-14
DOI: 10.32614/CRAN.package.artfima
Author: A. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar
Maintainer: A.I. McLeod <aimcleod at uwo.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.stats.uwo.ca/faculty/aim
NeedsCompilation: no
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
Materials: NEWS
CRAN checks: artfima results

Documentation:

Reference manual: artfima.pdf

Downloads:

Package source: artfima_1.5.tar.gz
Windows binaries: r-devel: artfima_1.5.zip, r-release: artfima_1.5.zip, r-oldrel: artfima_1.5.zip
macOS binaries: r-release (arm64): artfima_1.5.tgz, r-oldrel (arm64): artfima_1.5.tgz, r-release (x86_64): artfima_1.5.tgz, r-oldrel (x86_64): artfima_1.5.tgz
Old sources: artfima archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=artfima 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.
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