longmemo: 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.

Version: 1.1-2
Imports: graphics, utils, stats
Suggests: sfsmisc
Enhances: fracdiff
Published: 2020-02-06
DOI: 10.32614/CRAN.package.longmemo
Author: S scripts originally by Jan Beran; Datasets via Brandon Whitcher. Toplevel R functions and much more by Martin Maechler.
Maintainer: Martin Maechler <maechler at stat.math.ethz.ch>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README ChangeLog
In views: Finance
CRAN checks: longmemo results


Reference manual: longmemo.pdf
Vignettes: fast-specFGN


Package source: longmemo_1.1-2.tar.gz
Windows binaries: r-devel: longmemo_1.1-2.zip, r-release: longmemo_1.1-2.zip, r-oldrel: longmemo_1.1-2.zip
macOS binaries: r-release (arm64): longmemo_1.1-2.tgz, r-oldrel (arm64): longmemo_1.1-2.tgz, r-release (x86_64): longmemo_1.1-2.tgz, r-oldrel (x86_64): longmemo_1.1-2.tgz
Old sources: longmemo archive

Reverse dependencies:

Reverse imports: gmwmx, LongMemoryTS, memochange, mvDFA
Reverse suggests: AER, fracdiff, garma


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