Man pages for FGN
Fractional Gaussian Noise and power law decay time series model fitting

acvfFDautocovariance function of fractionally-differenced white...
acvfFGNAutocovariance of FGN
acvfPLAautocovariance function for the PLA model
acvfPLSautocovariance function for PLS model
BootGeneric Bootstrap Function
Boot.FitFGNSimulate Fitted FGN Model
coef.FitFGNDisplay estimated parameters from FitFGN
earfimaExact MLE for ARFIMA
FGN-packageFractional Gaussian Noise and hyperbolic decay time series...
FitFGNMLE estimation for FGN
FitRegressionFGNRegression with FGN Errors
GetFitFDFit FD Time Series Model
GetFitFGNFit FGN Time Series Model
GetFitPLAFit PLA Time Series Model
GetFitPLSFit PLS Time Series Model
globtpAnnual global temperature, 1880-1985
HurstKHurst K Coefficient
LLFDConcentrated Loglikelihood Function for d
LLFGNConcentrated Loglikelihood Function for H
LLPLAConcentrated Loglikelihood Function for parameter alpha in...
LLPLSConcentrated Loglikelihood Function for alpha in PLS model
NileFlowCMSAnnual flow of Nile River at Aswan, 1871-1945
NileMinNile Annual Minima, 622 AD to 1284 AD
plot.FitFGNPlot Method for "FitFGN" Object
predict.FitFGNForecasts from a fitted FGN model
print.FitFGNPrint Method for "FitFGN" Object
ReimannComputes Reimann zeta function on [0,3]
residuals.FitFGNExtract Residuals from "FitFGN" Object
sdfarmaARMA spectral density function
sdfFDSpectral density function for FD
sdfFGNSpectral density function for FGN
sdfhdSpectral density of hyperbolic decay models
sdfPLASpectral density function for PLA
sdfPLSSpectral density function for PLS
SeriesBSeries B, close price IBM stock
SimulateFDSimulates FD
SimulateFGNSimulates FGN
summary.FitFGNSummary Method for "FitFGN" Object
warfimaWhittle mle arfima
FGN documentation built on May 30, 2017, 7:19 a.m.