nsarfima (0.1.0.0)

0 users

Methods for Fitting and Simulating Non-Stationary ARFIMA Models.

http://cran.r-project.org/web/packages/nsarfima

Routines for fitting and simulating data under autoregressive fractionally integrated moving average (ARFIMA) models, without the constraint of stationarity. Two fitting methods are implemented, a pseudo-maximum likelihood method and a minimum distance estimator. Mayoral, L. (2007) . Beran, J. (1995) .

Maintainer: Benjamin Groebe
Author(s): Benjamin Groebe [aut, cre]

License: GPL (>= 3)

Uses: Does not use any package

Released 3 months ago.


Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of nsarfima yet. Want to be the first? Write one now.


Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr, mFilter(20 best matches, based on common tags.)


Search for nsarfima on google, google scholar, r-help, r-devel.

Visit nsarfima on R Graphical Manual.