>From 3abb7b9d4d94793aacf11ad5784c3908ecc9c752 Mon Sep 17 00:00:00 2001 From: Lars-Dominik Braun Date: Fri, 31 Jan 2020 16:01:03 +0100 Subject: [v2 01/34] gnu: Add package r-fracdiff * gnu/packages/cran.scm (r-fracdiff): New variable. --- gnu/packages/cran.scm | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm index 58ceed06d0..2e3f397bcf 100644 --- a/gnu/packages/cran.scm +++ b/gnu/packages/cran.scm @@ -19259,3 +19259,27 @@ are followed and which ones are not) from one package and use it to check another. This makes it easier to find and correct the most important problems first.") (license license:gpl3))) + +(define-public r-fracdiff + (package + (name "r-fracdiff") + (version "1.5-1") + (source + (origin + (method url-fetch) + (uri (cran-uri "fracdiff" version)) + (sha256 + (base32 + "1dhfjlhr9sb38qgpsx0sm73l9lgc13d0fk32l7fmjfnalhr3n45q")))) + (properties `((upstream-name . "fracdiff"))) + (build-system r-build-system) + (home-page + "https://github.com/mmaechler/fracdiff") + (synopsis + "Fractionally differenced ARIMA aka ARFIMA(P,d,q) models") + (description + "Maximum likelihood estimation of the parameters of a fractionally +differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); +including inference and basic methods. Some alternative algorithms to estimate +\"H\".") + (license license:gpl2+))) -- 2.20.1