longmemo

Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality

v1.1-4 · Jul 11, 2025 · GPL (>= 2)

Description

Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.

Downloads

3.4K

Last 30 days

2188th

11.3K

Last 90 days

56.9K

Last year

Trend: -10.2% (30d vs prior 30d)

CRAN Check Status

14 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	43.7s
r-devel-linux-x86_64-debian-gcc	OK	34.4s
r-devel-linux-x86_64-fedora-clang	OK	66.2s
r-devel-linux-x86_64-fedora-gcc	OK	77.2s
r-devel-macos-arm64	OK	19s
r-devel-windows-x86_64	OK	102s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	70s
r-oldrel-windows-x86_64	OK	99s
r-patched-linux-x86_64	OK	41.5s
r-release-linux-x86_64	OK	38.9s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	73s
r-release-windows-x86_64	OK	99s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (5)

imports

gmwmx mvDFA

suggests

AER fracdiff garma

Dependency Network

Version History

new 1.1-4 Mar 10, 2026

updated 1.1-4 ← 1.1-3 diff Jul 10, 2025

updated 1.1-3 ← 1.1-2 diff Jul 29, 2024

updated 1.1-2 ← 1.1-1 diff Feb 5, 2020

updated 1.1-1 ← 1.0-0 diff Sep 13, 2018

updated 1.0-0 ← 0.9-7 diff Jun 14, 2011

updated 0.9-7 ← 0.9-6 diff Nov 18, 2009

updated 0.9-6 ← 0.9-5 diff Jan 10, 2009

updated 0.9-5 ← 0.9-4 diff Jun 11, 2007

updated 0.9-4 ← 0.9-3 diff Sep 17, 2006

updated 0.9-3 ← 0.9-2 diff Apr 6, 2006

new 0.9-2 Jul 26, 2005