Imports: Rcpp, DEoptim, Rdpack, MASS, cubature, numDeriv, stats, utils,

Author: Hyungsuk Tak, Henghsiu Tsai, and Kisung You
Description: We provide a toolbox to fit a continuous-time fractionally integrated ARMA process (CARFIMA) on univariate and irregularly spaced time series data via both frequentist and Bayesian machinery. A general-order CARFIMA(p, H, q) model for p>q is specified in Tsai and Chan (2005) <doi:10.1111/j.1467-9868.2005.00522.x> and it involves p+q+2 unknown model parameters, i.e., p AR parameters, q MA parameters, Hurst parameter H, and process uncertainty (standard deviation) sigma. Also, the model can account for heteroscedastic measurement errors, if the information about measurement error standard deviations is known. The package produces their maximum likelihood estimates and asymptotic uncertainties using a global optimizer called the differential evolution algorithm. It also produces posterior samples of the model parameters via Metropolis-Hastings within a Gibbs sampler equipped with adaptive Markov chain Monte Carlo. These fitting procedures, however, may produce numerical errors if p>2. The toolbox also contains a function to simulate discrete time series data from CARFIMA(p, H, q) process given the model parameters and observation times.
Packaged: 2020-03-20 15:29:39 UTC; hyungsuktak

Title: Download and Run Cargo, the Rust Package Manager
Description: Tools are provided to download, install, and run 'Cargo' <https://doc.rust-lang.org/cargo/>
(the 'Rust' <https://www.rust-lang.org/> package manager). Other packages based on Rust can declare
'LinkingTo: cargo' in their DESCRIPTION file and then access Cargo during the installation of their
License: MIT + file LICENSE | Apache License 2.0

Author: David B. Dahl [aut, cre] (<https://orcid.org/0000-0002-8173-1547>)

Description: Help is provided to run 'Cargo' <https://doc.rust-lang.org/cargo/> (the 'Rust' <https://www.rust-lang.org/> package manager).
Other packages based on Rust can declare 'LinkingTo: cargo' in their DESCRIPTION file and then use Cargo during the installation of