HKprocess: Hurst-Kolmogorov Process
Version 0.0-2

Methods to make inference about the Hurst-Kolmogorov and the AR(1) process.

Browse man pages Browse package API and functions Browse package files

AuthorHristos Tyralis
Date of publication2016-01-15 00:41:24
MaintainerHristos Tyralis <montchrister@gmail.com>
LicenseGPL-3
Version0.0-2
URL www.itia.ntua.gr/en/softinfo/31/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("HKprocess")

Man pages

acfHKp: Autocorrelation of HKp.
inferf: Posterior distribution of the phi parameter of the AR(1)...
inferfmetrop: Posterior distribution of the phi parameter of the AR(1)...
inferH: Posterior distribution of the H parameter of the HKp using an...
inferHmetrop: Posterior distribution of the H parameter of the HKp, using a...
infermsfmetrop: Bayesian inference for mu and sigma^2 for the AR(1) process.
infermsmetrop: Bayesian inference for mu and sigma^2 for the HKp.
lssd: LSSD estimation for the HKp parameters.
lsv: LSV estimation for the HKp parameters.
ltza: Value of quadratic forms for the inverse of a symmetric...
ltzb: Value of quadratic forms for the inverse of a symmetric...
ltzc: Value of quadratic forms for the inverse of a symmetric...
ltzd: Value of quadratic forms for the inverse of a symmetric...
MannKendallLTP: Mann-Kendall trend test under the scaling hypothesis.
mlear1: Maximum likelihood estimation for the AR(1) parameters.
mleHK: Maximum likelihood estimation for the HKp parameters.

Functions

MannKendallLTP Man page Source code
acfHKp Man page Source code
inferH Man page Source code
inferHmetrop Man page Source code
inferf Man page Source code
inferfmetrop Man page Source code
infermsfmetrop Man page Source code
infermsmetrop Man page Source code
lssd Man page Source code
lsv Man page Source code
ltza Man page Source code
ltzb Man page Source code
ltzc Man page Source code
ltzd Man page Source code
mleHK Man page Source code
mlear1 Man page Source code

Files

src
src/levDet.c
src/ltza.c
src/score.c
src/vecmat.c
src/VstarSfunction.c
src/score0.c
src/ltzc.c
src/nrutil.h
src/ltzb.c
src/likelihoodfunction.c
src/ltzd.c
src/logpHx.c
src/lev.c
src/nrutil.c
src/trenchR.h
NAMESPACE
R
R/ltzb.R
R/inferfmetrop.R
R/inferH.R
R/infermsfmetrop.R
R/ltzc.R
R/ltza.R
R/infermsmetrop.R
R/ltzd.R
R/lssd.R
R/mleHK.R
R/inferHmetrop.R
R/inferf.R
R/lsv.R
R/acfHKp.R
R/MannKendallLTP.R
R/mlear1.R
MD5
DESCRIPTION
man
man/lsv.Rd
man/MannKendallLTP.Rd
man/inferfmetrop.Rd
man/infermsmetrop.Rd
man/lssd.Rd
man/inferf.Rd
man/ltzb.Rd
man/inferHmetrop.Rd
man/ltza.Rd
man/infermsfmetrop.Rd
man/inferH.Rd
man/ltzd.Rd
man/ltzc.Rd
man/mleHK.Rd
man/mlear1.Rd
man/acfHKp.Rd
HKprocess documentation built on May 19, 2017, 8:02 p.m.