longmemo (1.1-2)

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Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality.


Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.

Maintainer: Martin Maechler
Author(s): 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.

License: GPL (>= 2)

Uses: sfsmisc
Enhances: fracdiff
Reverse depends: afmtools
Reverse suggests: AER, fracdiff

Released 4 months ago.

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