longmemo: Statistics for Long-Memory Processes (Jan Beran) -- Data and Functions
Version 1.0-0

Datasets and Functionality from the textbook Jan Beran (1994). Statistics for Long-Memory Processes; Chapman & Hall.

AuthorS scripts originally by Jan Beran <jan.beran@uni-konstanz.de>; Datasets via Brandon Whitcher <brandon@stat.washington.edu>. Toplevel R functions and much more by Martin Maechler.
Date of publication2011-06-15 18:02:38
MaintainerMartin Maechler <maechler@stat.math.ethz.ch>
LicenseGPL (>= 2)
Version1.0-0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("longmemo")

Popular man pages

CetaFGN: Covariance Matrix of Eta for Fractional Gaussian Noise
ckARMA0: Covariances of a Fractional ARIMA(0,d,0) Process
NileMin: Nile River Minima, yearly 622-1284
per: Simple Periodogram Estimate
plot.FEXP: Plot Method for FEXP and WhittleEst Model Fits
videoVBR: Video VBR data
WhittleEst: Whittle Estimator for Fractional Gaussian Noise / Fractional...
See all...

All man pages Function index File listing

Man pages

CetaARIMA: Covariance for fractional ARIMA
CetaFGN: Covariance Matrix of Eta for Fractional Gaussian Noise
ckARMA0: Covariances of a Fractional ARIMA(0,d,0) Process
ckFGN0: Covariances of a Fractional Gaussian Process
ethernetTraffic: Ethernet Traffic Data Set
FEXPest: Fractional EXP (FEXP) Model Estimator
llplot: Log-Log and Log-X Plot of Spectrum
NBSdiff1kg: NBS measurement deviations from 1 kg
NhemiTemp: Northern Hemisphere Temperature
NileMin: Nile River Minima, yearly 622-1284
per: Simple Periodogram Estimate
plot.FEXP: Plot Method for FEXP and WhittleEst Model Fits
Qeta: Approximate Log Likelihood for Fractional Gaussian Noise /...
simGauss: Simulate (Fractional) Gaussian Processes
specARIMA: Spectral Density of Fractional ARMA Process
specFGN: Spectral Density of Fractional Gaussian Noise
videoVBR: Video VBR data
WhittleEst: Whittle Estimator for Fractional Gaussian Noise / Fractional...

Functions

CetaARIMA Man page Source code
CetaFGN Man page Source code
FEXPest Man page Source code
NBSdiff1kg Man page
NhemiTemp Man page
NileMin Man page
Qeta Man page Source code
WhittleEst Man page Source code
WhittleModel Source code
ckARMA0 Man page Source code
ckFGN0 Man page Source code
coef1 Source code
ethernetTraffic Man page
ffreq Source code
lines.FEXP Man page
lines.WhittleEst Man page
linesSpec Source code Source code
llplot Man page Source code
lxplot Man page Source code
nobs Man page Source code
nobs.WhittleEst Man page
per Man page Source code
plot.FEXP Man page Source code
plot.WhittleEst Man page Source code
print.FEXP Man page Source code
print.WhittleEst Man page Source code
simARMA0 Man page Source code
simFGN0 Man page Source code
simGauss Man page Source code
specARIMA Man page Source code
specFGN Man page Source code
videoVBR Man page

Files

R
R/WhittleEst.R
R/sim.R
R/polyFEXP.R
R_README
Done
TODO
ChangeLog
data
data/NBSdiff1kg.R
data/NhemiTemp.R
data/NileMin.R
data/ethernetTraffic.rda
data/videoVBR.R
README
INDEX-MM
DESCRIPTION
tests
tests/sim-ex.Rout.save
tests/sim-ex.R
tests/FEXP-ex.R
tests/FEXP-ex.Rout.save
tests/ceta-ex.Rout.save
tests/ceta-ex.R
NAMESPACE
man
man/WhittleEst.Rd
man/CetaFGN.Rd
man/ethernetTraffic.Rd
man/specFGN.Rd
man/Qeta.Rd
man/NhemiTemp.Rd
man/specARIMA.Rd
man/llplot.Rd
man/simGauss.Rd
man/plot.FEXP.Rd
man/NileMin.Rd
man/ckARMA0.Rd
man/videoVBR.Rd
man/CetaARIMA.Rd
man/FEXPest.Rd
man/per.Rd
man/ckFGN0.Rd
man/NBSdiff1kg.Rd
longmemo documentation built on May 19, 2017, 11:53 p.m.

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