Nothing
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.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Dmitry Otryakhin [aut, cre] (<https://orcid.org/0000-0002-4700-7221>), Stepan Mazur [aut] (<https://orcid.org/0000-0002-1395-9427>), Mathias Ljungdahl [ctb] |
| Maintainer | Dmitry Otryakhin <d.otryakhin.acad@protonmail.ch> |
| License | GPL-3 |
| Version | 1.1.2 |
| URL | https://gitlab.com/Dmitry_Otryakhin/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the rlfsm package in your browser
Any scripts or data that you put into this service are public.
