Learn R Programming

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

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Version

Install

install.packages('longmemo')

Monthly Downloads

1,694

Version

1.1-3

License

GPL (>= 2)

Maintainer

Martin Maechler

Last Published

July 30th, 2024

Functions in longmemo (1.1-3)

ckARMA0

Covariances of a Fractional ARIMA(0,d,0) Process
plot.FEXP

Plot Method for FEXP and WhittleEst Model Fits
NhemiTemp

Northern Hemisphere Temperature
ckFGN0

Covariances of a Fractional Gaussian Process
simGauss

Simulate (Fractional) Gaussian Processes
ethernetTraffic

Ethernet Traffic Data Set
CetaFGN

Covariance Matrix of Eta for Fractional Gaussian Noise
per

Simple Periodogram Estimate
Qeta

Approximate Log Likelihood for Fractional Gaussian Noise / Fractional ARIMA
WhittleEst

Whittle Estimator for Fractional Gaussian Noise / Fractional ARIMA
specARIMA

Spectral Density of Fractional ARMA Process
videoVBR

Video VBR data
specFGN

Spectral Density of Fractional Gaussian Noise
NileMin

Nile River Minima, yearly 622--1284
FEXPest

Fractional EXP (FEXP) Model Estimator
CetaARIMA

Covariance for fractional ARIMA
NBSdiff1kg

NBS measurement deviations from 1 kg
llplot

Log-Log and Log-X Plot of Spectrum