inst/doc/Rcode_notes.md

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

========================== Dependencies and Structure ==========================

R source in thematical parts -- according to the sections in Chapter 12 of the book.

File | Section | Title | Pages ---- | ------- | ----- | R/simFracGauss.R 12.1.1 Simulation of fractional Gaussian noise 218-220 R/simFracARIMA.R 12.1.2 Simulation of fractional ARIMA($0,d,0$) 220-223 R/WhittleEst.R 12.1.3 Whittle estimator for fractional Gaussian noise and fractional ARIMA(p,d,q) 223-233 R/polyFEXP.R 12.1.4 Approximate MLE for polynomial FEXP-models 233-237

simFracGauss.R:401:gkFGN0 <- function(n, H) { simFracGauss.R:421:simFGN0 <- function(n,H) {

simFracARIMA.R:308:gkARMA0 <- function(n, H) { simFracARIMA.R:328:simARMA0 <- function(n,H) {

R/WhittleEst.R :

CetaFGN(eta, ...) --> specFGN(eta,m, ...)

CetaARIMA(eta, p,q, ...) --> specARIMA(eta,p,q,m, ...)

Qeta(eta, model = c("fGn","ARIMA"), .....) |--> specFGN(eta,m, ...) --> specARIMA(eta,p,q,m, ...)

Qmin(etatry) --> Qeta(eta, model = c("fGn","ARIMA"), .....)

per(z)

Unfinished main function {was "main program"}:

mainARIMA(x, model = c("fGn","ARIMA"),

R/polyFEXP.R :

polyFEXP.R:35:lxplot <- function(yper,spec) { polyFEXP.R:35:llplot <- function(yper,spec) { polyFEXP.R:... _new main function __

longmemo documentation built on March 26, 2020, 7:42 p.m.