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LongMemoryTS: Long Memory Time Series

Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.

Version: 0.1.0
Imports: Rcpp, stats, longmemo, partitions, fracdiff, mvtnorm
LinkingTo: Rcpp, RcppArmadillo
Published: 2019-02-18
DOI: 10.32614/CRAN.package.LongMemoryTS
Author: Christian Leschinski [aut, cre], Michelle Voges [ctb], Kai Wenger [ctb]
Maintainer: Christian Leschinski <christian_leschinski at gmx.de>
License: GPL-2
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: LongMemoryTS results

Documentation:

Reference manual: LongMemoryTS.pdf

Downloads:

Package source: LongMemoryTS_0.1.0.tar.gz
Windows binaries: r-devel: LongMemoryTS_0.1.0.zip, r-release: LongMemoryTS_0.1.0.zip, r-oldrel: LongMemoryTS_0.1.0.zip
macOS binaries: r-release (arm64): LongMemoryTS_0.1.0.tgz, r-oldrel (arm64): LongMemoryTS_0.1.0.tgz, r-release (x86_64): LongMemoryTS_0.1.0.tgz, r-oldrel (x86_64): LongMemoryTS_0.1.0.tgz

Reverse dependencies:

Reverse imports: memochange

Linking:

Please use the canonical form https://CRAN.R-project.org/package=LongMemoryTS 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.