https://github.com/cran/longmemo
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Tip revision: 5a50e4e7e17b8e8dfd1dc8eea4cedf68806f6ae5 authored by Martin Maechler on 08 September 2006, 00:00:00 UTC
version 0.9-4
Tip revision: 5a50e4e
R_README
==========================
Dependencies and Structure
==========================

R source in thematical parts --
according to the sections in Chapter 12 of the book.

File		Section  Title						Pages
----		-------  -----						-----
simFracGauss.R  12.1.1   Simulation of fractional Gaussian noise	218-220
simFracARIMA.R  12.1.2   Simulation of fractional ARIMA($0,d,0$)	220-223
WhittleEst.R	12.1.3   Whittle estimator for fractional Gaussian
		            noise and fractional ARIMA(p,d,q)		223-233
polyFEXP.R	12.1.4   Approximate MLE for polynomial FEXP-models	233-237

------------------------

simFracGauss.R:401:gkFGN0 <- function(n, H) {
simFracGauss.R:421:simFGN0 <- function(n,H) {

simFracARIMA.R:308:gkARMA0 <- function(n, H) {
simFracARIMA.R:328:simARMA0 <- function(n,H) {

WhittleEst.R:
~~~~~~~~~~~~~
CetaFGN(eta, ...)
 \--> specFGN(eta,m, ...)

CetaARIMA(eta, p,q, ...)
 \--> specARIMA(eta,p,q,m, ...)

Qeta(eta, model = c("fGn","ARIMA"), .....)
 |--> specFGN(eta,m, ...)
 \--> specARIMA(eta,p,q,m, ...)

Qmin(etatry) 
 \--> Qeta(eta, model = c("fGn","ARIMA"), .....)

per(z)

Unfinished main function {was "main program"}:

   mainARIMA(x, model = c("fGn","ARIMA"),

-------

polyFEXP.R:35:lxplot <- function(yper,spec) {
polyFEXP.R:35:llplot <- function(yper,spec) {
polyFEXP.R:...   _new main function __

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