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gnu: Add r-fracdiff.

* gnu/packages/cran.scm (r-fracdiff): New variable.
master
Lars-Dominik Braun 2020-01-31 16:01:03 +01:00 committed by Ricardo Wurmus
parent 5508d9a8d7
commit 3ec74f9de9
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@ -19257,3 +19257,25 @@ 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
"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+)))