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

1,460

Version

1.1-4

License

GPL (>= 2)

Maintainer

Martin Maechler

Last Published

July 11th, 2025

Functions in longmemo (1.1-4)

plot.FEXP

Plot Method for FEXP and WhittleEst Model Fits
per

Simple Periodogram Estimate
videoVBR

Video VBR data
llplot

Log-Log and Log-X Plot of Spectrum
ckFGN0

Covariances of a Fractional Gaussian Process
NBSdiff1kg

NBS measurement deviations from 1 kg
CetaFGN

Covariance Matrix of Eta for Fractional Gaussian Noise
simGauss

Simulate (Fractional) Gaussian Processes
FEXPest

Fractional EXP (FEXP) Model Estimator
NileMin

Nile River Minima, yearly 622--1284
WhittleEst

Whittle Estimator for Fractional Gaussian Noise / Fractional ARIMA
Qeta

Approximate Log Likelihood for Fractional Gaussian Noise / Fractional ARIMA
ckARMA0

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

Northern Hemisphere Temperature
ethernetTraffic

Ethernet Traffic Data Set
CetaARIMA

Covariance for fractional ARIMA
specARIMA

Spectral Density of Fractional ARMA Process
specFGN

Spectral Density of Fractional Gaussian Noise