BSD Portsmath/R-fracdiff 1.5.3 NetBSD
Fractionally differenced ARIMA aka ARFIMA(p,d,q) models
- System
- NetBSD
- Repository
- pkgsrc
- Maintainer
- [email protected]
- License
- gnu-gpl-v2 OR gnu-gpl-v3
- Categories
- math, R
- Package size
- 95.8 KiB, 126.1 KiB installed
Description
Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl. Statistics, 1989).
Install
Binary package:
pkgin install R-fracdiffFrom pkgsrc:
cd /usr/pkgsrc/math/R-fracdiff && make install clean