dvfBm: Discrete variations of a fractional Brownian motion
Version 1.0

Hurst exponent estimation of a fractional Brownian motion by using discrete variations methods in presence of outliers and/or an additive noise

Package details

AuthorJean-Francois Coeurjolly
Date of publication2009-11-22 16:11:39
MaintainerJ.-F. Coeurjolly <Jean-francois.Coeurjolly@upmf-grenoble.fr>
LicenseGPL (>= 2.0)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("dvfBm")

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dvfBm documentation built on May 29, 2017, 9:08 p.m.