https://github.com/cran/longmemo
Tip revision: 5a50e4e7e17b8e8dfd1dc8eea4cedf68806f6ae5 authored by Martin Maechler on 08 September 2006, 00:00:00 UTC
version 0.9-4
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 __