Package: LongMemoryTS 0.1.0
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.
Authors:
LongMemoryTS_0.1.0.tar.gz
LongMemoryTS_0.1.0.tar.gz(r-4.5-noble)LongMemoryTS_0.1.0.tar.gz(r-4.4-noble)
LongMemoryTS_0.1.0.tgz(r-4.4-emscripten)LongMemoryTS_0.1.0.tgz(r-4.3-emscripten)
LongMemoryTS.pdf |LongMemoryTS.html✨
LongMemoryTS/json (API)
# Install 'LongMemoryTS' in R: |
install.packages('LongMemoryTS', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 6 years agofrom:8102272659. Checks:OK: 1 NOTE: 1. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 03 2024 |
R-4.5-linux-x86_64 | NOTE | Dec 03 2024 |
Exports:ARRLS.simasymp_MV04av_periBbeta_Ncorr_ZRYcos_bellcos_bell_cmplxcrit_N10cross_Pericross.Pericumsumcppddiffweigen_residsELWelW_wrapELW2SF.hatF.tildefBMFCI_CH03FCI_CH06FCI_MV04FCI_N10FCI_NS07FCI_R08FCI_SRFB18FCI_WWC15FCI_ZRY18fdiffFDLSFI.simFMNBLSG_hat_cppG_hat_nonstatG_LPWNG.hatG.hat.starG.hat.star.stargphGSEGSE_cointh_LPWNH.hatH.hat.starH.hat.star.starHou.PerroninvertJ.MLambda_jLAMBDA_mll_innerll.VARFIMAlocal_W_taperlocal.WLPWNlW_wrapMcC.PerronMLWSpartition.XPeriPeri_symperi_taperPhi_jPHI_lwpoly_LPWNpre.WhiteQu.testR_d_multi_GSER_d_multi_GSE_cointR_lw_chR.elwR.elw.weightedR.LPWNR.lwR.lw.hcR.lw.taperedrank.estrepcxs.deltasimMLWSsimoneSlmT.rhoT0statTabV_MVARFIMA.estVARFIMA.simW_multiwd.elw
Dependencies:fracdiffgmplongmemomathjaxrmvtnormpartitionspolynomrbibutilsRcppRcppArmadilloRdpacksets