Statistics for Long-Memory Processes (Jan Beran) -- Data and Functions

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Documentation for package ‘longmemo’ version 0.9-7

Help Pages

CetaARIMA Covariance for fractional ARIMA
CetaFGN Covariance Matrix of Eta for Fractional Gaussian Noise
ckARMA0 Covariances of a Fractional ARIMA(0,d,0) Process
ckFGN0 Covariances of a Fractional Gaussian Process
ethernetTraffic Ethernet Traffic Data Set
FEXPest Fractional EXP (FEXP) Model Estimator
llplot Log-Log Plot of Spectrum
lxplot Log-X Plot of Spectrum
NBSdiff1kg NBS measurement deviations from 1 kg
NhemiTemp Northern Hemisphere Temperature
NileMin Nile River Minima, yearly 622-1284
per Simple Periodogram Estimate
plot.FEXP Plot Method for FEXP Model Fits
print.FEXP Fractional EXP (FEXP) Model Estimator
Qeta Function to be minimized for approx. MLE of frARIMA or frGn
simARMA0 Simulate (Fractional) Gaussian Processes
simFGN0 Simulate (Fractional) Gaussian Processes
simGauss Simulate (Fractional) Gaussian Processes
specARIMA Spectral Density of Fractional ARMA Process
specFGN Spectral Density of Fractional Gaussian Noise
videoVBR Video VBR data