artfima: ARTFIMA Model Estimation

Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.

Package details

AuthorA. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar
MaintainerA.I. McLeod <[email protected]>
LicenseGPL (>= 2)
Version1.5
URL http://www.stats.uwo.ca/faculty/aim
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("artfima")

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artfima documentation built on May 30, 2017, 4:32 a.m.