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:	1.1-3
Imports:	graphics, utils, stats
Suggests:	sfsmisc
Enhances:	fracdiff
Published:	2024-07-30
DOI:	10.32614/CRAN.package.longmemo
Author:	Jan Beran [aut] (original S functions and scripts), Martin Maechler [cre, aut] (Toplevel R functions and much more), Brandon Whitcher [ctb] (Datasets)
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 (source, R code)

Downloads:

Package source:	longmemo_1.1-3.tar.gz
Windows binaries:	r-devel: longmemo_1.1-3.zip, r-release: longmemo_1.1-3.zip, r-oldrel: longmemo_1.1-3.zip
macOS binaries:	r-release (arm64): longmemo_1.1-3.tgz, r-oldrel (arm64): longmemo_1.1-3.tgz, r-release (x86_64): longmemo_1.1-3.tgz, r-oldrel (x86_64): longmemo_1.1-3.tgz
Old sources:	longmemo archive

Reverse dependencies:

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

Linking:

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