LongMemoryTS: Long Memory Time Series

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

Downloads:

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
OS X binaries: r-release: LongMemoryTS_0.1.0.tgz, r-oldrel: LongMemoryTS_0.1.0.tgz

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