Last data update: 2014.03.03

FitARMA

Package: FitARMA
Title: FitARMA: Fit ARMA or ARIMA using fast MLE algorithm
Version: 1.6
Date: 2013-09-26
Author: A.I. McLeod
Maintainer: A.I. McLeod <aimcleod@uwo.ca>
Depends: R (>= 2.1.0), FitAR
Description: Implements fast maximum likelihood algorithm for fitting ARMA time series. Uses S3 methods print, summary, fitted, residuals. Fast exact Gaussian ARMA simulation.
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
License: GPL (>= 2)
URL: http://www.stats.uwo.ca/faculty/aim
Packaged: 2013-09-27 14:28:53 UTC; IanMcLeod
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-09-27 19:29:04

● Cran Task View: TimeSeries
1 images, 13 functions, 0 datasets
● Reverse Depends: 0

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'FitARMA' ...
** package 'FitARMA' successfully unpacked and MD5 sums checked
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c GetSimARMA.c -o GetSimARMA.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o FitARMA.so GetSimARMA.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/FitARMA/libs
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'FitARMA'
    finding HTML links ... done
    FitARMA-package                         html  
    FitARMA                                 html  
    GetFitARMA                              html  
    ImpulseCoefficientsARMA                 html  
    InformationMatrixARMA                   html  
    SimulateGaussianARMA                    html  
    TacvfARMA                               html  
    coef.FitARMA                            html  
    fitted.FitARMA                          html  
    print.FitARMA                           html  
    residuals.FitARMA                       html  
    summary.FitARMA                         html  
    tccfAR                                  html  
** building package indices
** testing if installed package can be loaded
* DONE (FitARMA)
Making 'packages.html' ... done