CRAN

LongMemoryTS 0.1.0

Long Memory Time Series

Released Feb 18, 2019 by Christian Leschinski

This package cannot yet be used with Renjin it depends on other packages which are not available: partitions 1.9-19

Dependencies

partitions 1.9-19 longmemo 1.0-0 mvtnorm 1.0-8 RcppArmadillo 0.9.200.7.0 fracdiff 1.4-2 Rcpp

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.

Source

R
C++

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Release History