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.
This package fits a GARMA model (refer documentation) to a univariate time series.
GARMA models are extensions of ARIMA models which allow for both fractional differencing (like “fracdiff”) but also allow that to happen at a non-zero frequency in the spectrum.
This package will estimate that frequency (which is known for technical reasons as the “Gegenbauer” frequency).
At time of writing several estimation methods are supports as well as a number of (non-linear) optimisation routines.
## Installation. The package can be installed from CRAN in the usual manner:
> install.packages('garma')An Introduction to the “garma” packages is available here, and the reference documentation is available here.
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.