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: 1.0-0
Depends: stats
Suggests: sfsmisc
Enhances: fracdiff
Published: 2011-06-15
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 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README ChangeLog
In views: Finance
CRAN checks: longmemo results

Downloads:

Reference manual: longmemo.pdf
Package source: longmemo_1.0-0.tar.gz
MacOS X binary: longmemo_1.0-0.tgz
Windows binary: longmemo_1.0-0.zip
Old sources: longmemo archive

Reverse dependencies:

Reverse suggests: fracdiff