Man pages for HKprocess
Hurst-Kolmogorov Process

acfHKpAutocorrelation of HKp.
inferfPosterior distribution of the phi parameter of the AR(1)...
inferfmetropPosterior distribution of the phi parameter of the AR(1)...
inferHPosterior distribution of the H parameter of the HKp using an...
inferHmetropPosterior distribution of the H parameter of the HKp, using a...
infermsfmetropBayesian inference for mu and sigma^2 for the AR(1) process.
infermsmetropBayesian inference for mu and sigma^2 for the HKp.
lssdLSSD estimation for the HKp parameters.
lsvLSV estimation for the HKp parameters.
ltzaValue of quadratic forms for the inverse of a symmetric...
ltzbValue of quadratic forms for the inverse of a symmetric...
ltzcValue of quadratic forms for the inverse of a symmetric...
ltzdValue of quadratic forms for the inverse of a symmetric...
MannKendallLTPMann-Kendall trend test under the scaling hypothesis.
mlear1Maximum likelihood estimation for the AR(1) parameters.
mleHKMaximum likelihood estimation for the HKp parameters.
HKprocess documentation built on May 29, 2017, 9:20 p.m.