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)