https://github.com/cran/longmemo
Tip revision: 7cbfdd564d0e2ddc569d3e593d9ced6cae5bbf0b authored by Martin Maechler on 18 November 2009, 00:00:00 UTC
version 0.9-7
version 0.9-7
Tip revision: 7cbfdd5
INDEX
CetaARIMA Covariance for fractional ARIMA
CetaFGN Covariance Matrix of Eta for Fractional Gaussian Noise
FEXPest Fractional EXP (FEXP) Model Estimator
ckARMA0 Auto Covariances of a Fractional ARIMA(0,d,0) Process
ckFGN0 Auto Covariances of a Fractional Gaussian Process
llplot Log-Log Plot of Spectrum
lxplot Log-X Plot of Spectrum
per Simple Periodogram Estimate
Qeta Function to be minimized for approx. MLE of
frARIMA or frGn
simGauss Simulate (Fractional) Gaussian Processes
specARIMA Spectral Density of Fractional ARMA Process
specFGN Spectral Density of Fractional Gaussian Noise
DATA SETS
ethernetTraffic Ethernet Traffic Data Set
NBSdiff1kg NBS measurement deviations from 1 kg
NhemiTemp Northern Hemisphere Temperature
NileMin Nile River Minima, yearly 622-1284
videoVBR Video VBR data