Hurst-Kolmogorov Process

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Documentation for package ‘HKprocess’ version 0.1-1

• DESCRIPTION file.

Help Pages

acfHKp	Autocorrelation of HKp
inferf	Posterior distribution of the phi parameter of the AR(1) process, using an Accept-Reject algorithm
inferfmetrop	Posterior distribution of the phi parameter of the AR(1) process, using a Metropolis algorithm.
inferH	Posterior distribution of the H parameter of the HKp using an Accept-Reject algorithm.
inferHmetrop	Posterior distribution of the H parameter of the HKp, using a Metropolis algorithm.
infermsfmetrop	Bayesian inference for mu and sigma^2 for the AR(1) process.
infermsmetrop	Bayesian inference for mu and sigma^2 for the HKp.
lssd	LSSD estimation for the HKp parameters.
lsv	LSV estimation for the HKp parameters.
ltza	Value of quadratic forms for the inverse of a symmetric positive definite autocorrelation matrix.
ltzb	Value of quadratic forms for the inverse of a symmetric positive definite autocorrelation matrix.
ltzc	Value of quadratic forms for the inverse of a symmetric positive definite autocorrelation matrix.
ltzd	Value of quadratic forms for the inverse of a symmetric positive definite autocorrelation matrix.
MannKendallLTP	Mann-Kendall trend test under the scaling hypothesis.
mlear1	Maximum likelihood estimation for the AR(1) parameters.
mleHK	Maximum likelihood estimation for the HKp parameters.