Stationary Gaussian ARMA Processes and Other Time-Series Utilities

ARMA.autocov | Auto-covariance/auto-correlation function for the stationary... |

ARMA.var | Covariance/correlation matrix for the stationary ARMA model |

dGARMA | Density function for the stationary GARMA distribution |

garma | Simulated example data set |

intensity | Compute the spectral intensity of a time-series vector/matrix |

pGARMA | Cumulative distribution function for the stationary GARMA... |

plot.intensity | Plot scatterplot matrix of intensity vectors |

plot.spectrum.test | Plot of the Permutation-Spectrum Test |

plot.time.series | Plot scatterplot matrix of time-series vectors |

rGARMA | Generate random vectors from the stationary GARMA... |

spectrum.test | Permutation-spectrum test for time-series data |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.