kendallRandomWalks: Simulate and Visualize Kendall Random Walks and Related Distributions

Kendall random walks are a continuous-space Markov chains generated by the Kendall generalized convolution. This package provides tools for simulating these random walks and studying distributions related to them. For more information about Kendall random walks see Jasiulis-Gołdyn (2014) <arXiv:1412.0220>.

Package details

AuthorMateusz Staniak [aut, cre]
MaintainerMateusz Staniak <mateusz.staniak@math.uni.wroc.pl>
LicenseMIT + file LICENSE
Version0.9.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("kendallRandomWalks")

Try the kendallRandomWalks package in your browser

Any scripts or data that you put into this service are public.

kendallRandomWalks documentation built on May 2, 2019, 2:43 a.m.