[R] Fast ARMA

Andrew Robinson andrewr at uidaho.edu
Fri Jan 23 18:43:47 CET 2004

Greetings R-friends,

I'm looking for some code to fit an ARMA, up to (3,3), preferably with ML.
I'm doing a simulation experiment, so I need to fit it to the order of
millions of times. I'm using Professor Ripley's arima() command right now,
but I hope to find soemthing faster in c. Does anyone know of any
inexpensive c library that performs this?


Andrew Robinson			     Ph: 208 885 7115
Department of Forest Resources	     Fa: 208 885 6226
University of Idaho		     E : andrewr at uidaho.edu
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