Displaying 1 result from an estimated 1 matches for "tp18657256p18657971".
2008 Jul 25
1
transcript a matlab code in R
Dear R-users,
I am trying to translate a matlab code for calculating the Local Whittle
estimator in time series with long memory originally written by Shimotsu and
available free in his webpage (
http://www.econ.queensu.ca/pub/faculty/shimotsu/ )
The Matlab code is
=======================================================================================
function[r] = whittle(d,x,m)
% WHITTLE.M