Package: rlfsm 1.1.2

rlfsm: Simulations and Statistical Inference for Linear Fractional Stable Motions

Contains functions for simulating the linear fractional stable motion according to the algorithm developed by Mazur and Otryakhin <doi:10.32614/RJ-2020-008> based on the method from Stoev and Taqqu (2004) <doi:10.1142/S0218348X04002379>, as well as functions for estimation of parameters of these processes introduced by Mazur, Otryakhin and Podolskij (2018) <arxiv:1802.06373>, and also different related quantities.

Authors:Dmitry Otryakhin [aut, cre], Stepan Mazur [aut], Mathias Ljungdahl [ctb]

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rlfsm.pdf |rlfsm.html✨
rlfsm/json (API)
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Peer review:

Bug tracker:https://gitlab.com/dmitry_otryakhin/tools-for-parameter-estimation-of-the-linear-fractional-stable-motion

On CRAN:

29 exports 0.53 score 40 dependencies 20 scripts 309 downloads

Last updated 2 years agofrom:dc918886fc. Checks:OK: 9. Indexed: yes.

Exports:a_pa_tildaalpha_hatContinEstimGenHighEstimGenLowEstimH_hath_krincrementincrementsm_pkMCestimLFSMNorm_alphapathPath_arraypathsphiphi_of_alphaPlot_densPlot_list_pathsPlot_vbR_hlRetrieve_statssfsigma_hatthetaU_gU_ghU_ghuv

Dependencies:clicodetoolscolorspacedoParallelfansifarverforeachggplot2gluegtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6rbibutilsRColorBrewerRcppRdpackreshape2rlangscalesstablediststringistringrtibbleutf8vctrsviridisLitewithr