Re: [R] Help in estimating HURST parameter

From: AA <aa2007r_at_gmail.com>
Date: Mon, 17 Mar 2008 18:03:36 -0400

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.
>
> [[alternative HTML version deleted]]
>
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