From 3ec74f9de94585f83ee8203e3022d036fe7bc0be Mon Sep 17 00:00:00 2001
From: Lars-Dominik Braun <ldb@leibniz-psychology.org>
Date: Fri, 31 Jan 2020 16:01:03 +0100
Subject: gnu: Add r-fracdiff.

* gnu/packages/cran.scm (r-fracdiff): New variable.
---
 gnu/packages/cran.scm | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

(limited to 'gnu')

diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm
index b731ddc29e..71a7cc250e 100644
--- a/gnu/packages/cran.scm
+++ b/gnu/packages/cran.scm
@@ -19257,3 +19257,25 @@ 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
+     "This package provides tools for the maximum likelihood estimation of the
+parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and
+Raftery, Appl.Statistics, 1989); it includes inference and basic methods.")
+    (license license:gpl2+)))
-- 
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