@@ -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+)))