FGN (2.0-11)
Fractional Gaussian Noise and hyperbolic decay time series model fitting.
http://www.stats.uwo.ca/faculty/aim
http://cran.r-project.org/web/packages/FGN
Exact MLE and Whittle MLE estimation for various hyperbolic decay time series models.
Maintainer:
A.I. McLeod
Author(s): A.I. McLeod and Justin Veenstra
License: CC BY-NC-SA 3.0
Uses: akima, ltsa, ltsa
Reverse suggests: ltsa, portes
Released about 1 month ago.
9 previous versions
- FGN_2.0-5. Released about 1 month ago.
- FGN_2.0-4. Released 2 months ago.
- FGN_2.0-1. Released 5 months ago.
- FGN_1.5. Released over 2 years ago.
- FGN_1.4. Released over 2 years ago.
- FGN_1.3. Released almost 3 years ago.
- FGN_1.2. Released over 3 years ago.
- FGN_1.1. Released over 5 years ago.
- FGN_1.0. Released over 5 years ago.
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