Papers by Martin B Maechler
Comprehensive R Archive Network (CRAN), Nov 9, 2020
Suggests marray, affy, Biobase Description Binning and plotting functions for hexagonal bins. Now... more Suggests marray, affy, Biobase Description Binning and plotting functions for hexagonal bins. Now uses and relies on grid graphics and formal (S4) classes and methods. Collate BTC.R BTY.R grid.hexagons.R grid.hexlegend.R hbox.R hdiffplot.R hexbinList.R hexbinplot.R hexbin.s4.R hexpanel.R hexplom.R hexPlotMA.R hexutil.R hexViewport.R HO.R LINGRAY.R LOCS.R MAG.R RB.R smoothHexbin.R
February 6, 2006 Version 1.3-0 Title Fractionally differenced ARIMA aka ARFIMA(p,d,q) models Date... more February 6, 2006 Version 1.3-0 Title Fractionally differenced ARIMA aka ARFIMA(p,d,q) models Date 2006-02-06 Author S original by Chris Fraley <fraley@stat.washington.edu>. R port by Fritz Leisch <leisch@ci.tu-wien.ac.at>; since 2003-12: Martin Maechler; fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte. Maintainer Martin Maechler <maechler@stat.math.ethz.ch> Description Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989). License GPL version 2 or later
Comprehensive R Archive Network (CRAN), Nov 25, 2021
A collection and description of functions to compute density, distribution and quantile function ... more A collection and description of functions to compute density, distribution and quantile function and to generate random variates of the stable distribution. The four functions are: [dpqr]stable the (skewed) stable distribution. Usage dstable(x, alpha, beta, gamma = 1, delta = 0, pm = 0, log = FALSE, tol = 64*.Machine$double.eps, zeta.tol = NULL, subdivisions = 1000) pstable(q, alpha, beta, gamma = 1, delta = 0, pm = 0, lower.tail = TRUE, log.p = FALSE, tol = 64*.Machine$double.eps, subdivisions = 1000) qstable(p, alpha, beta, gamma = 1, delta = 0, pm = 0, lower.tail = TRUE, log.p = FALSE, tol =.Machine$double.eps^0.25, maxiter = 1000, integ.tol = 1e-7, subdivisions = 200) rstable(n, alpha, beta, gamma = 1, delta = 0, pm = 0) Arguments alpha, beta, gamma, delta value of the index parameter alpha with alpha = (0,2]; skewness parame-ter beta, in the range [-1, 1]; scale parameter gamma; and location (or ‘shift’) parameter delta. n sample size (integer). p numeric vector of probabilitie...
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Papers by Martin B Maechler