FGN-package {FGN}R Documentation

Estimate H parameter by MLE

Description

Compute FGN's rank correlation and various trend tests.

Details

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.

Author(s)

A. I. McLeod

Maintainer: aimcleod@uwo.ca

References

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.

See Also

HurstK, FitFGN, FitRegressionFGN, SimulateFGN, print.FitFGN, summary.FitFGN, predict.FitFGN, plot.FitFGN, residuals.FitFGN

Examples

#Compare HurstK and MLE for H
#Hurst K for Nile Minima
data(NileMin)
HurstK(NileMin)
out<-FitFGN(NileMin)
summary(out)
plot(out)
coef(out)

[Package FGN version 1.2 Index]