FGN : Fractional Gaussian Noise and power law decay time series model fitting

Package: FGN
Version: 2.0-12
Date: 2014-05-15
Title: Fractional Gaussian Noise and power law decay time series model
fitting
Author: A.I. McLeod and Justin Veenstra
Maintainer: A.I. McLeod <aimcleod@uwo.ca>
Depends: R (>= 2.1.0)
Imports: akima, ltsa
Description: Exact MLE and Whittle MLE estimation for power law decay models.
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
LazyLoad: yes
LazyData: yes
License: CC BY-NC-SA 3.0
URL: http://www.stats.uwo.ca/faculty/aim
Packaged: 2014-05-15 23:01:25 UTC; Aim
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-05-16 07:33:31