Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.
| Version: | 0.1.0 |
| Imports: | Rcpp, stats, longmemo, partitions, fracdiff, mvtnorm |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2019-02-18 |
| Author: | Christian Leschinski [aut, cre], Michelle Voges [ctb], Kai Wenger [ctb] |
| Maintainer: | Christian Leschinski <christian_leschinski at gmx.de> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| In views: | TimeSeries |
| CRAN checks: | LongMemoryTS results |
| Reference manual: | LongMemoryTS.pdf |
| Package source: | LongMemoryTS_0.1.0.tar.gz |
| Windows binaries: | r-devel: LongMemoryTS_0.1.0.zip, r-release: LongMemoryTS_0.1.0.zip, r-oldrel: LongMemoryTS_0.1.0.zip |
| macOS binaries: | r-release (arm64): LongMemoryTS_0.1.0.tgz, r-oldrel (arm64): LongMemoryTS_0.1.0.tgz, r-release (x86_64): LongMemoryTS_0.1.0.tgz, r-oldrel (x86_64): LongMemoryTS_0.1.0.tgz |
| Reverse imports: | memochange |
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