luisdamiano/LeastFracDiff: Grid Search for the Least Fractional Differenciation Order
Minimal tools for approximating the least fractional difference order that transforms a time series into a stationary one, as suggested by de Prado (2018).
Getting started
Browse package contents
Package details |
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| Author | Luis Damiano <damiano.luis@gmail.com> |
| Maintainer | Luis Damiano <damiano.luis@gmail.com> |
| License | GPL (>=3) |
| Version | 0.0.1 |
| URL | https://github.com/luisdamiano/LeastFracDiff/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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