Fractional Gaussian Noise Model Fitting


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Documentation for package ‘FGN’ version 1.1

Help Pages

Boot Generic Bootstrap Function
Boot.FitFGN Simulate Fitted FGN Model
coef.FitFGN Display estimated parameters from FitFGN
FGNAcf Autocorrelation of FGN
FGNLL Concentrated Loglikelihood Function for H
FitFGN MLE estimation for FGN
FitRegressionFGN Regression with FGN Errors
GetFitFGN Fit FGN Time Series Model
HurstK Hurst K Coefficient
NileFlowCMS Annual flow of Nile River at Aswan, 1871-1945
NileMin Nile Annual Minima, 622 AD to 1284 AD
plot.FitFGN Plot Method for "FitFGN" Object
predict.FitFGN Forecasts from a fitted FGN model
print.FitFGN Print Method for "FitFGN" Object
residuals.FitFGN Extract Residuals from "FitFGN" Object
SimulateFGN Simulates FGN
summary.FitFGN Summary Method for "FitFGN" Object