CRAN

arfima 1.7-0

Fractional ARIMA (and Other Long Memory) Time Series Modeling

Released Nov 1, 2018 by JQ Veenstra

This package can be loaded by Renjin but 7 out 8 tests failed.

Dependencies

ltsa 1.4.6

Simulates, fits, and predicts long-memory and anti-persistent time series, possibly mixed with ARMA, regression, transfer-function components. Exact methods (MLE, forecasting, simulation) are used. Bug reports should be done via GitHub (at ), where the development version of this package lives; it can be installed using devtools.

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>arfima</artifactId>
    <version>1.7-0-b1</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:arfima')

Test Results

This package was last tested against Renjin 0.9.2706 on Nov 3, 2018.

Source

R
C
Fortran

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Release History