[R] ARMA and ARIMA modeling

Adrian Trapletti adrian.trapletti at lmttrading.com
Tue Mar 12 10:36:23 CET 2002

> Date: Mon, 11 Mar 2002 15:13:32 -0500
> From: David Brahm  <brahm at alum.mit.edu>
> Subject: Re: [R] ARMA and ARIMA modeling
> Regarding package "tseries", I somewhat inaccurately wrote:
> > But there is no README file or /src directiory in the binary distribution...
> What I meant was that after I downloaded "tseries_0.8-4.tar.gz" from CRAN, and
> ran R CMD INSTALL on it, then the resulting package "tseries" under
> <prefix>/lib/R/library had no README or /src.  I believe people refer to this
> as the "binary package" (though it is in fact mostly ascii).
> But, if I explicitly gunzip and untar the file "tseries_0.8-4.tar.gz" (creating
> the "source package"), then I see the README file and the /src directory.
> Furthermore, the README very helpfully says:
> > License: GPL, except ./src/muin2ser.f and ./misc which are free for
> > non-commercial purposes.  Only the function amif depends
> > on the non GPLed code.
> So I will just avoid using "amif" (the "auto mutual information function").
> - --
>                               -- David Brahm (brahm at alum.mit.edu)

Right. If you want to completely eliminate the non-GPL code, remove (from the source package) the directory misc
and the file src/muin2ser.f. The only function that will be affected is amif(). The copyright of the non-GPL code
can be found in misc/README.

This mixture of GPL and non-GPL code in the same package is maybe not the cleanest solution and it´s on my todo
list to replace the non-GPL code.


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