HKprocess: Hurst-Kolmogorov Process
Methods to make inference about the Hurst-Kolmogorov (fractional Gaussian
noise, fGn) and the AR(1) process. Related time series trend tests are also
included.
Version: |
0.1-1 |
Depends: |
R (≥ 3.2.3) |
Imports: |
MCMCpack (≥ 1.3-3), gtools (≥ 3.5.0) |
Suggests: |
ltsa (≥ 1.4.6) |
Published: |
2022-10-26 |
Author: |
Hristos Tyralis
[aut, cre] |
Maintainer: |
Hristos Tyralis <montchrister at gmail.com> |
License: |
GPL-3 |
NeedsCompilation: |
yes |
Citation: |
HKprocess citation info |
CRAN checks: |
HKprocess results |
Documentation:
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