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

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

Author
S 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 publication
2011-06-15 18:02:38
Maintainer
Martin Maechler <maechler@stat.math.ethz.ch>
License
GPL (>= 2)
Version
1.0-0

View on CRAN

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...

Files in this package

longmemo
longmemo/R
longmemo/R/WhittleEst.R
longmemo/R/sim.R
longmemo/R/polyFEXP.R
longmemo/R_README
longmemo/Done
longmemo/TODO
longmemo/ChangeLog
longmemo/data
longmemo/data/NBSdiff1kg.R
longmemo/data/NhemiTemp.R
longmemo/data/NileMin.R
longmemo/data/ethernetTraffic.rda
longmemo/data/videoVBR.R
longmemo/README
longmemo/INDEX-MM
longmemo/DESCRIPTION
longmemo/tests
longmemo/tests/sim-ex.Rout.save
longmemo/tests/sim-ex.R
longmemo/tests/FEXP-ex.R
longmemo/tests/FEXP-ex.Rout.save
longmemo/tests/ceta-ex.Rout.save
longmemo/tests/ceta-ex.R
longmemo/NAMESPACE
longmemo/man
longmemo/man/WhittleEst.Rd
longmemo/man/CetaFGN.Rd
longmemo/man/ethernetTraffic.Rd
longmemo/man/specFGN.Rd
longmemo/man/Qeta.Rd
longmemo/man/NhemiTemp.Rd
longmemo/man/specARIMA.Rd
longmemo/man/llplot.Rd
longmemo/man/simGauss.Rd
longmemo/man/plot.FEXP.Rd
longmemo/man/NileMin.Rd
longmemo/man/ckARMA0.Rd
longmemo/man/videoVBR.Rd
longmemo/man/CetaARIMA.Rd
longmemo/man/FEXPest.Rd
longmemo/man/per.Rd
longmemo/man/ckFGN0.Rd
longmemo/man/NBSdiff1kg.Rd