HKprocess: Hurst-Kolmogorov Process

Methods to make inference about the Hurst-Kolmogorov (fractional Gaussian noise, fGn) and the AR(1) process. Related time series trend tests are also included.

Getting started

Package details

AuthorHristos Tyralis [aut, cre] (<https://orcid.org/0000-0002-8932-4997>)
MaintainerHristos Tyralis <montchrister@gmail.com>
LicenseGPL-3
Version0.1-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HKprocess")

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HKprocess documentation built on Oct. 27, 2022, 1:06 a.m.