HKprocess: Hurst-Kolmogorov Process

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

Author
Hristos Tyralis
Date of publication
2016-01-15 00:41:24
Maintainer
Hristos Tyralis <montchrister@gmail.com>
License
GPL-3
Version
0.0-2
URLs

View on CRAN

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.

Files in this package

HKprocess
HKprocess/src
HKprocess/src/levDet.c
HKprocess/src/ltza.c
HKprocess/src/score.c
HKprocess/src/vecmat.c
HKprocess/src/VstarSfunction.c
HKprocess/src/score0.c
HKprocess/src/ltzc.c
HKprocess/src/nrutil.h
HKprocess/src/ltzb.c
HKprocess/src/likelihoodfunction.c
HKprocess/src/ltzd.c
HKprocess/src/logpHx.c
HKprocess/src/lev.c
HKprocess/src/nrutil.c
HKprocess/src/trenchR.h
HKprocess/NAMESPACE
HKprocess/R
HKprocess/R/ltzb.R
HKprocess/R/inferfmetrop.R
HKprocess/R/inferH.R
HKprocess/R/infermsfmetrop.R
HKprocess/R/ltzc.R
HKprocess/R/ltza.R
HKprocess/R/infermsmetrop.R
HKprocess/R/ltzd.R
HKprocess/R/lssd.R
HKprocess/R/mleHK.R
HKprocess/R/inferHmetrop.R
HKprocess/R/inferf.R
HKprocess/R/lsv.R
HKprocess/R/acfHKp.R
HKprocess/R/MannKendallLTP.R
HKprocess/R/mlear1.R
HKprocess/MD5
HKprocess/DESCRIPTION
HKprocess/man
HKprocess/man/lsv.Rd
HKprocess/man/MannKendallLTP.Rd
HKprocess/man/inferfmetrop.Rd
HKprocess/man/infermsmetrop.Rd
HKprocess/man/lssd.Rd
HKprocess/man/inferf.Rd
HKprocess/man/ltzb.Rd
HKprocess/man/inferHmetrop.Rd
HKprocess/man/ltza.Rd
HKprocess/man/infermsfmetrop.Rd
HKprocess/man/inferH.Rd
HKprocess/man/ltzd.Rd
HKprocess/man/ltzc.Rd
HKprocess/man/mleHK.Rd
HKprocess/man/mlear1.Rd
HKprocess/man/acfHKp.Rd