R-fracdiff
Port variant std
Summary Fractionally Differenced ARIMA(p,d,q) model
Package version 1.5.3
Homepage https://github.com/mmaechler/fracdiff
Keywords cran
Maintainer CRAN Automaton
License Not yet specified
Other variants There are no other variants.
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Last modified 09 AUG 2024, 21:24:17 UTC
Port created 20 APR 2020, 20:29:45 UTC
Subpackage Descriptions
single fracdiff: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".
Configuration Switches (platform-specific settings discarded)
This port has no build options.
Package Dependencies by Type
Build (only) gmake:primary:std
R:primary:std
icu:dev:std
Runtime (only) R:primary:std
R:nls:std
Download groups
main mirror://CRAN/src/contrib
https://loki.dragonflybsd.org/cranfiles/
Distribution File Information
0f90946b4092feff93fad094a2c91bb47c8051595210e86c029c70238dbf7fc0 58598 CRAN/fracdiff_1.5-3.tar.gz
Ports that require R-fracdiff:std
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