FGN: Fractional Gaussian Noise and power law decay time series model fitting

Exact MLE and Whittle MLE estimation for power law decay models.

Package details

AuthorA.I. McLeod and Justin Veenstra
MaintainerA.I. McLeod <[email protected]>
LicenseCC BY-NC-SA 3.0
Version2.0-12
URL http://www.stats.uwo.ca/faculty/aim
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FGN")

Try the FGN package in your browser

Any scripts or data that you put into this service are public.

FGN documentation built on May 30, 2017, 7:19 a.m.