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) <doi:10.48550/arXiv.1802.06373>, and also different related quantities.
| Version: |
1.1.2 |
| Depends: |
methods, foreach, doParallel |
| Imports: |
ggplot2, stabledist, reshape2, plyr, Rdpack, Rcpp |
| LinkingTo: |
Rcpp |
| Suggests: |
elliptic, testthat, stringi |
| Published: |
2022-08-27 |
| DOI: |
10.32614/CRAN.package.rlfsm |
| Author: |
Dmitry Otryakhin 
[aut, cre],
Stepan Mazur
[aut],
Mathias Ljungdahl [ctb] |
| Maintainer: |
Dmitry Otryakhin <d.otryakhin.acad at protonmail.ch> |
| License: |
GPL-3 |
| URL: |
https://gitlab.com/Dmitry_Otryakhin/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion |
| NeedsCompilation: |
yes |
| Citation: |
rlfsm citation info |
| Materials: |
NEWS |
| CRAN checks: |
rlfsm results |
Documentation:
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