artfima: ARTFIMA Model Estimation

Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.

Version: 1.5
Depends: R (≥ 2.1.0)
Imports: ltsa, gsl
Published: 2016-07-14
Author: A. I. McLeod, Mark M. Meerschaert, Farzad Sabzikar
Maintainer: A.I. McLeod <aimcleod at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
Materials: NEWS
CRAN checks: artfima results


Reference manual: artfima.pdf
Package source: artfima_1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: artfima_1.5.tgz
OS X Mavericks binaries: r-oldrel: artfima_1.5.tgz
Old sources: artfima archive


Please use the canonical form to link to this page.