FGN (version 2.0-12)

Fractional Gaussian Noise and power law decay time series model fitting

Description

Exact MLE and Whittle MLE estimation for power law decay models.

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Install

install.packages('FGN')

Monthly Downloads

113

Version

2.0-12

License

CC BY-NC-SA 3.0

Maintainer

Last Published

May 16th, 2014

Functions in FGN (2.0-12)