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: 0.9-5
Depends: R (≥ 2.0.0)
Enhances: fracdiff
Date: 2007-06-12
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 version 2 or later
In views: Finance
CRAN checks: longmemo results

Downloads:

Package source: longmemo_0.9-5.tar.gz
MacOS X binary: longmemo_0.9-5.tgz
Windows binary: longmemo_0.9-5.zip
Reference manual: longmemo.pdf
News/ChangeLog:ChangeLog
Old sources: longmemo archive