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

AuthorS scripts originally by Jan Beran <[email protected]>; Datasets via Brandon Whitcher <[email protected]>. Toplevel R functions and much more by Martin Maechler.
MaintainerMartin Maechler <[email protected]>
LicenseGPL (>= 2)
Version1.1-1
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. 21, 2018, 6:29 p.m.