./math/R-fracdiff, Fractionally differenced ARIMA aka ARFIMA(p,d,q) models

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Branch: CURRENT, Version: 1.5.3, Package name: R-fracdiff-1.5.3, Maintainer: minskim

Maximum likelihood estimation of the parameters of a fractionally
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl. Statistics,
1989).


Required to run:
[lang/g95] [math/R]

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)

Version history: (Expand)

CVS history: (Expand)


   2024-11-02 23:12:37 by Makoto Fujiwara | Files touched by this commit (2) | Package updated
Log message:
(math/R-fracdiff) Update 1.5.2 to 1.5.3

Date: 2024-02-01
* Email address of the first entry in ChangeLog updated
   2023-06-12 00:57:05 by Makoto Fujiwara | Files touched by this commit (2) 
Log message:
(math/R-fracdiff) Updated 1.4.2 to 1.5.2

2022-10-18  Martin Maechler  <maechler@lynne>

	* DESCRIPTION (Version): 1.5-2:
	* src/fracdiff.h, src/fdcore.c: (S_fp) pointer *with* argument list
	[clang15 warnings].

2020-01-17  Martin Maechler  <maechler@stat.math.ethz.ch>

	* DESCRIPTION (Version): 1.5-1; for CRAN 'Additional issues', fiddling w/
	* tests/Valderio-ex.R: show all.equal(*, tol=0) only if "surprising"

2019-12-09  Martin Maechler  <maechler@stat.math.ethz.ch>

	* DESCRIPTION (Authors@R): using new format; ready for CRAN

	* R/fd-methods.R (summary.fracdiff): renamed '$ coefficients' such
	that 'coef()' works.

2019-12-09  Rob Hyndman  <rob.hyndman@monash.edu>

	* R/fracdiff.R, fd-methods.R (fracdiff): provide 'residuals()' and
	'fitted'()' methods.

2018-09-10  Martin Maechler  <maechler@stat.math.ethz.ch>

	* R/diffseries.R (diffseries): Finally found bug in the fft() based
	version {"forgotten" centering} and fixed it.

2018-09-06  Martin Maechler  <maechler@stat.math.ethz.ch>

	* DESCRIPTION (Version): 1.5-0 (for new release with proper Imports)
   2021-10-26 12:56:13 by Nia Alarie | Files touched by this commit (458) 
Log message:
math: Replace RMD160 checksums with BLAKE2s checksums

All checksums have been double-checked against existing RMD160 and
SHA512 hashes
   2021-10-07 16:28:36 by Nia Alarie | Files touched by this commit (458) 
Log message:
math: Remove SHA1 hashes for distfiles
   2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | Package updated
Log message:
Update all R packages to canonical form.

The canonical form [1] of an R package Makefile includes the
following:

- The first stanza includes R_PKGNAME, R_PKGVER, PKGREVISION (as
  needed), and CATEGORIES.

- HOMEPAGE is not present but defined in math/R/Makefile.extension to
  refer to the CRAN web page describing the package.  Other relevant
  web pages are often linked from there via the URL field.

This updates all current R packages to this form, which will make
regular updates _much_ easier, especially using pkgtools/R2pkg.

[1] http://mail-index.netbsd.org/tech-pkg/2019/08/02/msg021711.html
   2019-07-31 21:27:50 by Brook Milligan | Files touched by this commit (1) | Package updated
Log message:
R-fracdiff: update to canonical form of an R package.

Update to the canonical form of an R package and fix the LICENSE
field.
   2018-07-28 16:40:53 by Brook Milligan | Files touched by this commit (126) 
Log message:
Remove MASTER_SITES= from individual R package Makefiles.

Each R package should include ../../math/R/Makefile.extension, which also
defines MASTER_SITES.  Consequently, it is redundant for the individual
packages to do the same.  Package-specific definitions also prevent
redefining MASTER_SITES in a single common place.
   2018-02-07 02:11:18 by Min Sik Kim | Files touched by this commit (3) 
Log message:
math/R-fracdiff: Import version 1.4.2

Maximum likelihood estimation of the parameters of a fractionally
differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl. Statistics,
1989).