Fractional Gaussian Noise Model Fitting


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Documentation for package ‘FGN’ version 1.2

Help Pages

FGN-package Estimate H parameter by MLE
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