dvfBm: Discrete variations of a fractional Brownian motion

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

Author
Jean-Francois Coeurjolly
Date of publication
2009-11-22 16:11:39
Maintainer
J.-F. Coeurjolly <Jean-francois.Coeurjolly@upmf-grenoble.fr>
License
GPL (>= 2.0)
Version
1.0

View on CRAN

Man pages

circFBM
Simulation of a fractional Brownian motion by using the...
dilatation
Provides the dilated version of a vector
dvFBM
Discrete Variations estimate for a contaminated fBm
dvfBm-package
Simulation and Inference of contaminated Fractional Brownian...
filt
Components of a named filter
perturbFBM
Simulation of a perturbed fBm

Files in this package

dvfBm
dvfBm/DESCRIPTION
dvfBm/R
dvfBm/R/circFBM.R
dvfBm/R/dvFBM.R
dvfBm/R/perturbFBM.R
dvfBm/NAMESPACE
dvfBm/man
dvfBm/man/dilatation.Rd
dvfBm/man/circFBM.Rd
dvfBm/man/dvfBm-package.Rd
dvfBm/man/dvFBM.Rd
dvfBm/man/filt.Rd
dvfBm/man/perturbFBM.Rd
dvfBm/Read-and-delete-me