Package: nsarfima 0.2.0.0

Benjamin Groebe

nsarfima: Methods for Fitting and Simulating Non-Stationary ARFIMA Models

Routines for fitting and simulating data under autoregressive fractionally integrated moving average (ARFIMA) models, without the constraint of covariance stationarity. Two fitting methods are implemented, a pseudo-maximum likelihood method and a minimum distance estimator. Mayoral, L. (2007) <doi:10.1111/j.1368-423X.2007.00202.x>. Beran, J. (1995) <doi:10.1111/j.2517-6161.1995.tb02054.x>.

Authors:Benjamin Groebe [aut, cre]

nsarfima_0.2.0.0.tar.gz
nsarfima_0.2.0.0.tar.gz(r-4.5-noble)nsarfima_0.2.0.0.tar.gz(r-4.4-noble)
nsarfima_0.2.0.0.tgz(r-4.4-emscripten)nsarfima_0.2.0.0.tgz(r-4.3-emscripten)
nsarfima.pdf |nsarfima.html✨
nsarfima/json (API)

# Install 'nsarfima' in R:
install.packages('nsarfima', repos = 'https://cloud.r-project.org')

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 239 downloads 3 exports 0 dependencies

Last updated 5 years agofrom:d1834dbf2e. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 09 2025
R-4.5-linuxOKMar 09 2025
R-4.4-linuxOKMar 09 2025

Exports:arfima.simmde.arfimamle.arfima

Dependencies:

Citation

To cite package ‘nsarfima’ in publications use:

Groebe B (2020). nsarfima: Methods for Fitting and Simulating Non-Stationary ARFIMA Models. R package version 0.2.0.0, https://CRAN.R-project.org/package=nsarfima.

Corresponding BibTeX entry: 

  @Manual{,
    title = {nsarfima: Methods for Fitting and Simulating
      Non-Stationary ARFIMA Models},
    author = {Benjamin Groebe},
    year = {2020},
    note = {R package version 0.2.0.0},
    url = {https://CRAN.R-project.org/package=nsarfima},
  }