Package: ts.extend
Type: Package
Title: Stationary Gaussian ARMA Processes and Other Time-Series
        Utilities
Version: 0.1.1
Date: 2020-11-14
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. Here we give utilities to compute 
    the auto-covariance/auto-correlation for a stationary Gaussian ARMA process, as well as the probability functions (density, cumulative distribution, random 
    generation) for random vectors from this distribution.  We also give functions for the spectral intensity, and the permutation-spectrum test for testing 
    a time-series vector for the presence of a signal.
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: 2020-11-14 16:10:24 UTC; nfultz
Repository: CRAN
Date/Publication: 2020-11-14 21:50:03 UTC
Built: R 4.0.2; ; 2020-11-15 11:30:02 UTC; unix
