Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.
| Version: | 1.5 |
| Depends: | R (≥ 2.1.0) |
| Imports: | ltsa, gsl |
| Published: | 2016-07-14 |
| DOI: | 10.32614/CRAN.package.artfima |
| Author: | A. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar |
| Maintainer: | A.I. McLeod <aimcleod at uwo.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.stats.uwo.ca/faculty/aim |
| NeedsCompilation: | no |
| Classification/ACM: | G.3, G.4, I.5.1 |
| Classification/MSC: | 62M10, 91B84 |
| Materials: | NEWS |
| CRAN checks: | artfima results |
| Reference manual: | artfima.pdf |
| Package source: | artfima_1.5.tar.gz |
| Windows binaries: | r-devel: artfima_1.5.zip, r-release: artfima_1.5.zip, r-oldrel: artfima_1.5.zip |
| macOS binaries: | r-release (arm64): artfima_1.5.tgz, r-oldrel (arm64): artfima_1.5.tgz, r-release (x86_64): artfima_1.5.tgz, r-oldrel (x86_64): artfima_1.5.tgz |
| Old sources: | artfima archive |
Please use the canonical form https://CRAN.R-project.org/package=artfima to link to this page.