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longmemo  

Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality
View on CRAN: Click here


Download and install longmemo package within the R console
Install from CRAN:
install.packages("longmemo")

Install from Github:
library("remotes")
install_github("cran/longmemo")

Install by package version:
library("remotes")
install_version("longmemo", "1.1-4")



Attach the package and use:
library("longmemo")
Maintained by
Martin Maechler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2005-07-27
Latest Update: 2025-07-11
Description:
Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.
How to cite:
Martin Maechler (2005). longmemo: Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality. R package version 1.1-4, https://cran.r-project.org/web/packages/longmemo. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.9-2 (2005-07-27 08:30), 0.9-3 (2006-04-07 10:44), 0.9-4 (2006-09-18 10:38), 0.9-5 (2007-06-12 20:20), 0.9-6 (2009-01-11 20:11), 0.9-7 (2009-11-19 14:00), 1.0-0 (2011-06-15 20:02), 1.1-1 (2018-09-14 17:50), 1.1-2 (2020-02-06 07:20), 1.1-3 (2024-07-30 11:30)
Other packages that cited longmemo R package
View longmemo citation profile
Other R packages that longmemo depends, imports, suggests or enhances
Complete documentation for longmemo
Functions, R codes and Examples using the longmemo R package
Some associated functions: CetaARIMA . CetaFGN . FEXPest . NBSdiff1kg . NhemiTemp . NileMin . Qeta . WhittleEst . ckARMA0 . ckFGN0 . ethernetTraffic . llplot . per . plot.FEXP . simGauss . specARIMA . specFGN . videoVBR . 
Some associated R codes: WhittleEst.R . polyFEXP.R . sim.R .  Full longmemo package functions and examples
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