Package: ts.extend
Type: Package
Title: Stationary Gaussian ARMA Processes and Other Time-Series
        Utilities
Version: 0.1.0
Date: 2020-09-21
Authors@R: person("Ben", "O'Neill", email = "ben.oneill@hotmail.com", role = c("aut", "cre"))
Author: Ben O'Neill [aut, cre]
Maintainer: Ben O'Neill <ben.oneill@hotmail.com>
Description: Stationary Gaussian ARMA processes and the stationary 'GARMA' distribution are fundamental in time series analysis. The permutation-spectrum
    test can detect a periodic signal in a real or complex time-series. Utilities to compute the auto-covariance/auto-correlation for a 
    stationary Gaussian ARMA process, as well as the density, cumulative distribution, and spectral intensity are also implemented, as is 
    random series generation.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Imports: graphics, grDevices
Suggests: ggplot2, gridExtra, mvtnorm
URL: https://github.com/ben-oneill/ts.extend
RoxygenNote: 7.1.1
NeedsCompilation: no
Packaged: 2020-10-19 22:44:44 UTC; nfultz
Repository: CRAN
Date/Publication: 2020-10-28 08:30:02 UTC
