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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 ORCID iD [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:

Reference manual: longmemo.pdf
Vignettes: fast-specFGN (source, R code)

Downloads:

Package source: longmemo_1.1-3.tar.gz
Windows binaries: r-devel: longmemo_1.1-3.zip, r-release: longmemo_1.1-3.zip, r-oldrel: longmemo_1.1-3.zip
macOS binaries: r-release (arm64): longmemo_1.1-3.tgz, r-oldrel (arm64): longmemo_1.1-3.tgz, r-release (x86_64): longmemo_1.1-3.tgz, r-oldrel (x86_64): longmemo_1.1-3.tgz
Old sources: longmemo archive

Reverse dependencies:

Reverse imports: gmwmx, LongMemoryTS, memochange, mvDFA
Reverse suggests: AER, fracdiff, garma

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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