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1.5-3 by Martin Maechler, 3 months ago

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https://github.com/mmaechler/fracdiff

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Report a bug at https://github.com/mmaechler/fracdiff/issues

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Browse source code at https://github.com/cran/fracdiff

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Authors: Martin Maechler [aut, cre] , Chris Fraley [ctb, cph] (S original; Fortran code) , Friedrich Leisch [ctb] (R port , , Valderio Reisen [ctb] (fdGPH() & fdSperio()) , Artur Lemonte [ctb] (fdGPH() & fdSperio()) , Rob Hyndman [ctb] (residuals() & fitted() ,

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Documentation:   PDF Manual  

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GPL (>= 2) license

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Imports stats

Suggests longmemo, forecast, urca

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Imported by DCSmooth, LPM, LongMemoryTS, TSF, WaveletANN, WaveletArima, WaveletGARCH, WaveletRF, WaveletSVR, esemifar, forecast, memochange, tsfeatures, ufRisk.

Depended on by tsqn.

Suggested by CliftLRD, feasts, fractalRegression, liftLRD, sweep, timetk.

Enhanced by longmemo.

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See at CRAN