HKprocess: Hurst-Kolmogorov Process

Methods to make inference about the Hurst-Kolmogorov (fractional Gaussian noise, fGn) and the AR(1) process. Related time series trend tests are also included.

Version: 0.1-1
Depends: R (≥ 3.2.3)
Imports: MCMCpack (≥ 1.3-3), gtools (≥ 3.5.0)
Suggests: ltsa (≥ 1.4.6)
Published: 2022-10-26
DOI: 10.32614/CRAN.package.HKprocess
Author: Hristos Tyralis ORCID iD [aut, cre]
Maintainer: Hristos Tyralis <montchrister at>
License: GPL-3
NeedsCompilation: yes
Citation: HKprocess citation info
CRAN checks: HKprocess results


Reference manual: HKprocess.pdf


Package source: HKprocess_0.1-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): HKprocess_0.1-1.tgz, r-oldrel (arm64): HKprocess_0.1-1.tgz, r-release (x86_64): HKprocess_0.1-1.tgz, r-oldrel (x86_64): HKprocess_0.1-1.tgz
Old sources: HKprocess archive


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