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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>.

Versions across snapshots

VersionRepositoryFileSize
0.2.0.0 rolling linux/jammy R-4.5 nsarfima_0.2.0.0.tar.gz 55.9 KiB
0.2.0.0 rolling linux/noble R-4.5 nsarfima_0.2.0.0.tar.gz 55.9 KiB
0.2.0.0 rolling source/ R- nsarfima_0.2.0.0.tar.gz 10.6 KiB
0.2.0.0 latest linux/jammy R-4.5 nsarfima_0.2.0.0.tar.gz 55.9 KiB
0.2.0.0 latest linux/noble R-4.5 nsarfima_0.2.0.0.tar.gz 55.9 KiB
0.2.0.0 latest source/ R- nsarfima_0.2.0.0.tar.gz 10.6 KiB
0.2.0.0 2026-04-26 source/ R- nsarfima_0.2.0.0.tar.gz 10.6 KiB
0.2.0.0 2026-04-23 source/ R- nsarfima_0.2.0.0.tar.gz 10.6 KiB
0.2.0.0 2026-04-09 windows/windows R-4.5 nsarfima_0.2.0.0.zip 58.3 KiB
0.2.0.0 2025-04-20 source/ R- nsarfima_0.2.0.0.tar.gz 10.6 KiB