Help in estimating HURST parameter
have a look at the following packages ITSA see http://www.jstatsoft.org/v23/i05 and Rmetircs (fseries). good luck. AA. ----- Original Message ----- From: "Deepak Jadhav" <jadhavdeepak1 at gmail.com> To: <r-help at r-project.org> Sent: Wednesday, March 12, 2008 10:56 AM Subject: [R] Help in estimating HURST parameter
Hi,
Can u please tell me which all packages do i need to install to
estimate the hurst parameter in R. I have tried installing all the
possible
options but still it doesnt work.
basically i want to use 9 functions to estimate hurst parameter like
aggvarfit, rsfit, etc.
i will be very thankful if u could be of some help.
--
Regards,
Deepak Jadhav.
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