tomasrubin/specsimfts: Spectral domain simulation methods for functional time series

The packages provides a toolbox of simulation method in the spectral domain using harmonic Karhunen-Loeve decomposition approach or filtered white noise approach, and allows for simulation of FARFIMA processes. The demo files contain code snippets allowing for easy modification and quick deployment.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("tomasrubin/specsimfts")
tomasrubin/specsimfts documentation built on March 26, 2021, 1:37 p.m.