FGN: Fractional Gaussian Noise Model Fitting

MLE for H parameter in FGN; MLE for regression with FGN error; simulation of FGN

Version: 1.1
Depends: R (≥ 2.1.0), ltsa
Date: 2008-01-05
Author: A.I. McLeod
Maintainer: A.I. McLeod <aimcleod at uwo.ca>
License: GPL (version 2 or later)
URL: http://www.stats.uwo.ca/faculty/aim
CRAN checks: FGN results

Downloads:

Package source: FGN_1.1.tar.gz
MacOS X binary: FGN_1.1.tgz
Windows binary: FGN_1.1.zip
Reference manual: FGN.pdf
Old sources: FGN archive