| FGN-package {FGN} | R Documentation |
Compute FGN's rank correlation and various trend tests.
| Package: | FGN |
| Type: | Package |
| Version: | 1.2 |
| Date: | 2009-10-12 |
| License: | GPL (>= 2) |
| LazyLoad: | yes |
This package provides a comprehensive approach to fitting FGN.
A. I. McLeod
Maintainer: aimcleod@uwo.ca
Hipel, K.W. and McLeod, A.I., (2005). Time Series Modelling of Water Resources and Environmental Systems. Electronic reprint of our book orginally published in 1994. http://www.stats.uwo.ca/faculty/aim/1994Book/.
McLeod, A.I., Yu, Hao, Krougly, Zinovi L. (2007). Algorithms for Linear Time Series Analysis, Journal of Statistical Software.
HurstK,
FitFGN,
FitRegressionFGN,
SimulateFGN,
print.FitFGN,
summary.FitFGN,
predict.FitFGN,
plot.FitFGN,
residuals.FitFGN
#Compare HurstK and MLE for H #Hurst K for Nile Minima data(NileMin) HurstK(NileMin) out<-FitFGN(NileMin) summary(out) plot(out) coef(out)