Title: Linear time series analysis
Diff between ltsa versions 1.1 dated 2008-01-08 and 1.3 dated 2010-08-15
Description: Methods of developing linear time series modelling.
Methods are given for loglikelihood computation, forecasting
and simulation.
Author: A.I. McLeod, Hao Yu, Zinovi Krougly
Maintainer: A.I. McLeod
ltsa-1.1/ltsa/INDEX |only
ltsa-1.1/ltsa/R/TrenchInverse-internal.R |only
ltsa-1.3/ltsa/DESCRIPTION | 30 ++++++++++++++++++------------
ltsa-1.3/ltsa/NAMESPACE |only
ltsa-1.3/ltsa/R/ltsa-internal.R |only
ltsa-1.3/ltsa/inst |only
ltsa-1.3/ltsa/man/DLSimulate.Rd | 4 +---
ltsa-1.3/ltsa/man/TrenchMean.Rd | 7 +++++--
ltsa-1.3/ltsa/man/ltsa-package.Rd |only
9 files changed, 24 insertions(+), 17 deletions(-)
Title: Fractional Gaussian Noise, estimation and simulaton
Diff between FGN versions 1.2 dated 2009-10-13 and 1.3 dated 2010-08-15
Description: MLE for H parameter in FGN; MLE for regression with FGN
error; simulation of FGN; print, summary, plot, coef,
residuals, Boot methods.
Author: A.I. McLeod
Maintainer: A.I. McLeod
DESCRIPTION | 18 +++--
NAMESPACE |only
inst |only
man/FGN-package.Rd | 14 ++-
man/NileMin.Rd | 188 ++++++++++++++++++++++++++---------------------------
5 files changed, 115 insertions(+), 105 deletions(-)