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Package: LongMemoryTS
Type: Package
Title: Long Memory Time Series
Version: 0.1.0
Date: 2019-01-18
Authors@R: c(person("Christian", "Leschinski", email="christian_leschinski@gmx.de", role=c("aut", "cre")), person("Michelle", "Voges", email="voges@statistik.uni-hannover.de", role="ctb"), person("Kai", "Wenger", email="wenger@statistik.uni-hannover.de", role="ctb"))
Description: Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.
License: GPL-2
LinkingTo: Rcpp, RcppArmadillo
Imports:
Rcpp,
stats,
longmemo,
partitions,
fracdiff,
mvtnorm
RoxygenNote: 6.1.1