24 lines
912 B
Python
24 lines
912 B
Python
# Copyright 2013-2024 Lawrence Livermore National Security, LLC and other
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# Spack Project Developers. See the top-level COPYRIGHT file for details.
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#
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# SPDX-License-Identifier: (Apache-2.0 OR MIT)
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from spack.package import *
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class RFracdiff(RPackage):
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"""Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models.
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Maximum likelihood estimation of the parameters of a fractionally
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differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics,
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1989); including inference and basic methods. Some alternative algorithms
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to estimate "H"."""
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cran = "fracdiff"
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license("GPL-2.0-or-later")
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version("1.5-2", sha256="ac5f881330287f5bc68b5cdce4fb74156a95356ffb875ee171538bc44200f437")
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version("1.5-1", sha256="b8103b32a4ca3a59dda1624c07da08ecd144c7a91a747d1f4663e99421950eb6")
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version("1.4-2", sha256="983781cedc2b4e3ba9fa020213957d5133ae9cd6710bc61d6225728e2f6e850e")
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