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GappyLRD

R and C++ code that accompanies the article

P. F. Craigmile and D. Mondal, Estimation of long range dependence in gappy Gaussian time series

Revision submitted for review.

Contact: [email protected]

Dependencies

Requires the installation of the 'dwt' and 'spectral' R libraries which are available from:

(https://github.com/petercraigmile/dwt)

(https://github.com/petercraigmile/spectral)

Acknowledgments

Craigmile is supported in part by the US National Science Foundation (NSF) under grants NSF-DMS-1407604 and NSF-SES-1424481, and the National Cancer Institute of the National Institutes of Health under Award Number R21CA212308. Mondal is supported by National Science Foundation grant NSF-DMS-0906300 and NSF-DMS1519890.

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