fArma: Rmetrics - Modelling ARMA Time Series Processes

Environment for teaching "Financial Engineering and Computational Finance"

AuthorRmetrics Core Team, Yohan Chalabi [ctb], Tobias Setz [ctb], Diethelm Wuertz [aut, cre]
Date of publication2014-11-11 10:50:18
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3010.80
http://www.rmetrics.org

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Files in this package

fArma/ChangeLog
fArma/DESCRIPTION
fArma/NAMESPACE
fArma/R
fArma/R/armaExtractors.R fArma/R/armaFit.R fArma/R/armaPredict.R fArma/R/armaReport.R fArma/R/armaSim.R fArma/R/armaStats.R fArma/R/farimaSim.R fArma/R/farimaStats.R fArma/R/fbmSim.R fArma/R/fgnSim.R fArma/R/fgnStats.R fArma/R/hurst.R fArma/R/modelSeries.R fArma/R/wavelet.R fArma/R/whittle.R fArma/R/zzz.R
fArma/inst
fArma/inst/unitTests
fArma/inst/unitTests/Makefile
fArma/inst/unitTests/runTests.R
fArma/inst/unitTests/runit.ArmaModelling.R
fArma/inst/unitTests/runit.ArmaStatistics.R
fArma/inst/unitTests/runit.LongRangeModelling.R
fArma/inst/unitTests/runit.LongRangeStatistics.R
fArma/man
fArma/man/00fArma-package.Rd fArma/man/ArmaInterface.Rd fArma/man/ArmaStatistics.Rd fArma/man/LrdModelling.Rd fArma/man/LrdStatistics.Rd
fArma/src
fArma/src/Fracdiff.f
fArma/src/Makevars
fArma/src/Wavethresh.c
fArma/tests
fArma/tests/doRUnit.R

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