Learn R Programming

⚠️There's a newer version (1.1-3) of this package.Take me there.

The main purpose of this R package longmemo (and its predecessing S-plus scripts) has always been to provide

  • primarily the data sets
  • less importantly the code from chapter 12

of the book

@Book{BerJ94,
  author = 	 {Jan Beran},
  title = 	 {Statistics for Long-Memory Processes},
  publisher = {Chapman \& Hall},
  year = 	 1994,
  series =	 {Monographs on Statistics and Applied Probability 61},
  address =	 NY
}

Jan Beran sent the necessary files to me (by e-mail on 1995-09-15) with explicit consent to make them available electronically.

		 Martin Maechler <maechler@stat.math.ethz.ch>
		 Sept.1995;  April, August 2002

Copy Link

Version

Install

install.packages('longmemo')

Monthly Downloads

1,460

Version

1.1-2

License

GPL (>= 2)

Maintainer

Martin Maechler

Last Published

February 6th, 2020

Functions in longmemo (1.1-2)

ckARMA0

Covariances of a Fractional ARIMA(0,d,0) Process
ckFGN0

Covariances of a Fractional Gaussian Process
ethernetTraffic

Ethernet Traffic Data Set
plot.FEXP

Plot Method for FEXP and WhittleEst Model Fits
per

Simple Periodogram Estimate
WhittleEst

Whittle Estimator for Fractional Gaussian Noise / Fractional ARIMA
Qeta

Approximate Log Likelihood for Fractional Gaussian Noise / Fractional ARIMA
llplot

Log-Log and Log-X Plot of Spectrum
NBSdiff1kg

NBS measurement deviations from 1 kg
FEXPest

Fractional EXP (FEXP) Model Estimator
CetaARIMA

Covariance for fractional ARIMA
CetaFGN

Covariance Matrix of Eta for Fractional Gaussian Noise
specFGN

Spectral Density of Fractional Gaussian Noise
videoVBR

Video VBR data
simGauss

Simulate (Fractional) Gaussian Processes
specARIMA

Spectral Density of Fractional ARMA Process
NhemiTemp

Northern Hemisphere Temperature
NileMin

Nile River Minima, yearly 622--1284