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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: |
1.1-3 |
| Imports: |
graphics, utils, stats |
| Suggests: |
sfsmisc |
| Enhances: |
fracdiff |
| Published: |
2024-07-30 |
| DOI: |
10.32614/CRAN.package.longmemo |
| Author: |
Jan Beran [aut] (original S functions and scripts),
Martin Maechler 
[cre, aut] (Toplevel R functions and much more),
Brandon Whitcher [ctb] (Datasets) |
| 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 |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=longmemo
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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