longmemo: Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality

Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.

Package details

AuthorJan Beran [aut] (original S functions and scripts), Martin Maechler [cre, aut] (Toplevel R functions and much more, <https://orcid.org/0000-0002-8685-9910>), Brandon Whitcher [ctb] (Datasets)
MaintainerMartin Maechler <maechler@stat.math.ethz.ch>
LicenseGPL (>= 2)
Version1.1-3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("longmemo")

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longmemo documentation built on Sept. 11, 2024, 5:18 p.m.