./math/R-fracdiff, Fractionally differenced ARIMA aka ARFIMA(p,d,q) models

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Branch: CURRENT, Version: 1.5.3, Package name: R-fracdiff-1.5.3, Maintainer: minskim

Maximum likelihood estimation of the parameters of a fractionally
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl. Statistics,
1989).


Required to run:
[lang/g95] [math/R]

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)

Version history: (Expand)

CVS history: (Expand)


   2024-11-02 23:12:37 by Makoto Fujiwara | Files touched by this commit (2) | Package updated
Log message: (math/R-fracdiff) Update 1.5.2 to 1.5.3 Date: 2024-02-01 * Email address of the first entry in ChangeLog updated
   2023-06-12 00:57:05 by Makoto Fujiwara | Files touched by this commit (2) 
Log message: (math/R-fracdiff) Updated 1.4.2 to 1.5.2 2022-10-18 Martin Maechler <maechler@lynne>	* DESCRIPTION (Version): 1.5-2:	* src/fracdiff.h, src/fdcore.c: (S_fp) pointer *with* argument list	[clang15 warnings]. 2020-01-17 Martin Maechler <maechler@stat.math.ethz.ch>	* DESCRIPTION (Version): 1.5-1; for CRAN 'Additional issues', fiddling w/	* tests/Valderio-ex.R: show all.equal(*, tol=0) only if "surprising" 2019-12-09 Martin Maechler <maechler@stat.math.ethz.ch>	* DESCRIPTION (Authors@R): using new format; ready for CRAN	* R/fd-methods.R (summary.fracdiff): renamed '$ coefficients' such	that 'coef()' works. 2019-12-09 Rob Hyndman <rob.hyndman@monash.edu>	* R/fracdiff.R, fd-methods.R (fracdiff): provide 'residuals()' and	'fitted'()' methods. 2018-09-10 Martin Maechler <maechler@stat.math.ethz.ch>	* R/diffseries.R (diffseries): Finally found bug in the fft() based	version {"forgotten" centering} and fixed it. 2018-09-06 Martin Maechler <maechler@stat.math.ethz.ch>	* DESCRIPTION (Version): 1.5-0 (for new release with proper Imports)
   2021-10-26 12:56:13 by Nia Alarie | Files touched by this commit (458) 
Log message: math: Replace RMD160 checksums with BLAKE2s checksums All checksums have been double-checked against existing RMD160 and SHA512 hashes
   2021-10-07 16:28:36 by Nia Alarie | Files touched by this commit (458) 
Log message: math: Remove SHA1 hashes for distfiles
   2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | Package updated
Log message: Update all R packages to canonical form. The canonical form [1] of an R package Makefile includes the following: - The first stanza includes R_PKGNAME, R_PKGVER, PKGREVISION (as needed), and CATEGORIES. - HOMEPAGE is not present but defined in math/R/Makefile.extension to refer to the CRAN web page describing the package. Other relevant web pages are often linked from there via the URL field. This updates all current R packages to this form, which will make regular updates _much_ easier, especially using pkgtools/R2pkg. [1] http://mail-index.netbsd.org/tech-pkg/2019/08/02/msg021711.html
   2019-07-31 21:27:50 by Brook Milligan | Files touched by this commit (1) | Package updated
Log message: R-fracdiff: update to canonical form of an R package. Update to the canonical form of an R package and fix the LICENSE field.
   2018-07-28 16:40:53 by Brook Milligan | Files touched by this commit (126) 
Log message: Remove MASTER_SITES= from individual R package Makefiles. Each R package should include ../../math/R/Makefile.extension, which also defines MASTER_SITES. Consequently, it is redundant for the individual packages to do the same. Package-specific definitions also prevent redefining MASTER_SITES in a single common place.
   2018-02-07 02:11:18 by Min Sik Kim | Files touched by this commit (3) 
Log message: math/R-fracdiff: Import version 1.4.2 Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl. Statistics, 1989).