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gnu: Add r-fracdiff.

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* gnu/packages/cran.scm (r-fracdiff): New variable.
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Lars-Dominik Braun 2020-01-31 16:01:03 +01:00 committed by Ricardo Wurmus
parent 5508d9a8d7
commit 3ec74f9de9
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gnu/packages/cran.scm
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@ -19257,3 +19257,25 @@ (define-public r-adaptalint
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
"This package provides tools for the maximum likelihood estimation of the
parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and
Raftery, Appl.Statistics, 1989); it includes inference and basic methods.")
(license license:gpl2+)))