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:
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 = 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 4 years agofrom:d1834dbf2e. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 10 2024 |
| R-4.5-linux | OK | Sep 10 2024 |
Exports:arfima.simmde.arfimamle.arfima
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Simulate ARFIMA Process | arfima.sim |
| Minimum Distance Estimation of ARFIMA Model | mde.arfima |
| Pseudo-Maximum Likelihood Estimation of ARFIMA Model | mle.arfima |