WaveLetLongMemory
0.1.2Estimating Long Memory Parameter using Wavelet
Overview
Estimation of the long memory parameter using wavelets. Other estimation techniques like GPH (Geweke and Porter-Hudak,1983, DOI:10.1111/j.1467-9892.1983.tb00371.x) and Semiparametric methods(Robinson, P. M.,1995, DOI:10.1214/aos/1176324317) also have included.
Install
Health
CRAN check results are not tracked yet.
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 100%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.1.0 released · 2021-05-18
- archivedRemoved from CRAN2020-06-09required archived package 'wmtsa'
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 0.1.22017-10-23 · diff ↗
- 0.1.12017-05-11 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 0.1.02016-12-12
- RR 3.3.0 released · 2016-05-03
Package metadata
- Total releases
- 3
- License
- GPL
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("WaveLetLongMemory")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-15, which the citation names so these numbers can be found later. More on citing and the projects behind them.