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.

Version: 0.1.0
Imports: Rcpp, stats, longmemo, partitions, fracdiff, mvtnorm
LinkingTo: Rcpp, RcppArmadillo
Published: 2019-02-18
DOI: 10.32614/CRAN.package.LongMemoryTS
Author: Christian Leschinski [aut, cre], Michelle Voges [ctb], Kai Wenger [ctb]
Maintainer: Christian Leschinski <christian_leschinski at gmx.de>
License: GPL-2
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: LongMemoryTS results


Reference manual: LongMemoryTS.pdf


Package source: LongMemoryTS_0.1.0.tar.gz
Windows binaries: r-devel: LongMemoryTS_0.1.0.zip, r-release: LongMemoryTS_0.1.0.zip, r-oldrel: LongMemoryTS_0.1.0.zip
macOS binaries: r-release (arm64): LongMemoryTS_0.1.0.tgz, r-oldrel (arm64): LongMemoryTS_0.1.0.tgz, r-release (x86_64): LongMemoryTS_0.1.0.tgz, r-oldrel (x86_64): LongMemoryTS_0.1.0.tgz

Reverse dependencies:

Reverse imports: memochange


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