fracdiff Maximum likelihood estimation of the parameters of a fractionally
         differenced ARIMA (p,d,q) model. For long-memory dependence in
         time series. (Haslett and Raftery, Applied Statistics 38, 1989, 1-50).

See the help files for details.

The original S/S-plus package by Chris Fraley, Department of Statistics,
University of Washington, has been converted for usage with R;
see README.orig, alsofor copyright.

I've converted all single precision floats to double precision (both
in the R file and the Fortran sources), as R didn't support single
precision (in 1999).

Fritz Leisch, TU Wien, Austria

------------

The package was _orphaned_ in Summer 2003, and after asking Fritz and Chris
Fraley, I have become the new maintainer in December 2003.
I've managed to locate and eradicate the bug leading to wrong hessian,
covariance and correlation matrix estimates.

Martin Maechler, ETH Zurich, Switzerland


TODO / Ideas
------------

1. Estimation should produce a class with print(), summary(), coef(),
   logLik() and vcov() methods; maybe also residuals() & fitted(); predict()?
   ==> Maybe use new function names to keep the old back compatibility

2. Translate to C, then call R's gammafn() and minimizers (Brent is there!)

3. For the hessian / covariance:
   Think about trying several step-sizes and use stable ("optimal"?) one.

---------

See the file ./Calling  (and then src/ftn-struc) about code organization
	     ~~~~~~~~~
