The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

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

Documentation:

Reference manual: longmemo.pdf
Vignettes: fast-specFGN

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=longmemo to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.