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 |
| DOI: | 10.32614/CRAN.package.HKprocess |
| 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 [issues need fixing before 2024-09-23] |
Documentation:
| Reference manual: | HKprocess.pdf |
Downloads:
| Package source: | HKprocess_0.1-1.tar.gz |
| Windows binaries: | r-devel: HKprocess_0.1-1.zip, r-release: HKprocess_0.1-1.zip, r-oldrel: HKprocess_0.1-1.zip |
| macOS binaries: | r-release (arm64): HKprocess_0.1-1.tgz, r-oldrel (arm64): HKprocess_0.1-1.tgz, r-release (x86_64): HKprocess_0.1-1.tgz, r-oldrel (x86_64): HKprocess_0.1-1.tgz |
| Old sources: | HKprocess archive |
Linking:
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