longmemo: Statistics for Long-Memory Processes (Jan Beran) – Data and Functions

Datasets and Functionality from the textbook Jan Beran (1994). Statistics for Long-Memory Processes; Chapman \& Hall.

Version: 0.9-7
Depends: R (≥ 2.0.0)
Enhances: fracdiff
Published: 2009-11-19
Author: S scripts originally by Jan Beran Datasets via Brandon Whitcher. Toplevel R functions and much more by Martin Maechler.
Maintainer: Martin Maechler <maechler at stat.math.ethz.ch>
License: GPL (≥ 2)
In views: Finance
CRAN checks: longmemo results

Downloads:

Package source: longmemo_0.9-7.tar.gz
MacOS X binary: longmemo_0.9-7.tgz
Windows binary: longmemo_0.9-7.zip
Reference manual: longmemo.pdf
News/ChangeLog:ChangeLog
Old sources: longmemo archive

Reverse dependencies:

Reverse enhances: fracdiff