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longmemo

Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality

Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.

Versions across snapshots

VersionRepositoryFileSize
1.1-4 rolling linux/jammy R-4.5 longmemo_1.1-4.tar.gz 227.7 KiB
1.1-4 rolling linux/noble R-4.5 longmemo_1.1-4.tar.gz 227.7 KiB
1.1-4 rolling source/ R- longmemo_1.1-4.tar.gz 160.1 KiB
1.1-4 latest linux/jammy R-4.5 longmemo_1.1-4.tar.gz 227.7 KiB
1.1-4 latest linux/noble R-4.5 longmemo_1.1-4.tar.gz 227.7 KiB
1.1-4 latest source/ R- longmemo_1.1-4.tar.gz 160.1 KiB
1.1-4 2026-04-26 source/ R- longmemo_1.1-4.tar.gz 160.1 KiB
1.1-4 2026-04-23 source/ R- longmemo_1.1-4.tar.gz 160.1 KiB
1.1-4 2026-04-09 windows/windows R-4.5 longmemo_1.1-4.zip 229.7 KiB
1.1-3 2025-04-20 source/ R- longmemo_1.1-3.tar.gz 149.6 KiB

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