FGN: Fractional Gaussian Noise Model Fitting

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

Version: 1.2
Depends: R (≥ 2.1.0), ltsa
Published: 2009-10-13
Author: A.I. McLeod
Maintainer: A.I. McLeod <aimcleod at uwo.ca>
License: GPL (≥ 2)
URL: http://www.stats.uwo.ca/faculty/aim
CRAN checks: FGN results

Downloads:

Package source: FGN_1.2.tar.gz
MacOS X binary: FGN_1.2.tgz
Windows binary: FGN_1.2.zip
Reference manual: FGN.pdf
Old sources: FGN archive