FGN (2.0-12)

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Fractional Gaussian Noise and power law 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 power law decay models.

Maintainer: A.I. McLeod
Author(s): A.I. McLeod and Justin Veenstra

License: CC BY-NC-SA 3.0

Uses: akima, ltsa
Reverse suggests: HKprocess, ltsa, portes

Released over 5 years ago.


10 previous versions

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