CRAN

WaveLetLongMemory 0.1.2

Estimating Long Memory Parameter using Wavelet

Released Oct 23, 2017 by Dr. Ranjit Kumar Paul

This package can be loaded by Renjin but all tests failed.

Dependencies

fracdiff 1.4-2 wmtsa 2.0-3

Estimation of the long memory parameter using wavelets. Other estimation techniques like GPH (Geweke and Porter-Hudak,1983, ) and Semiparametric methods(Robinson, P. M.,1995, ) also have included.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>WaveLetLongMemory</artifactId>
    <version>0.1.2-b13</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:WaveLetLongMemory')

Test Results

This package was last tested against Renjin 0.9.2689 on Aug 27, 2018.

Source

R

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Release History