Path_array: Path array generator

In rlfsm: Simulations and Statistical Inference for Linear Fractional Stable Motions

Path array generator

Description

The function takes a list of parameters (alpha, H) and uses expand.grid to obtain all possible combinations of them. Based on each combination, the function simulates an lfsm sample path. It is meant to be used in conjunction with function Plot_list_paths.

Usage

Path_array(N, m, M, l, sigma)

Arguments

N	a number of points of the lfsm.
m	discretization. A number of points between two nearby motion points
M	truncation parameter. A number of points at which the integral representing the definition of lfsm is calculated. So, after M points back we consider the rest of the integral to be 0.
l	a list of parameters to expand
sigma	Scale parameter of lfsm

Value

The returned value is a data frame containing paths and the corresponding values of alpha, H and frequency.

Examples

l=list(H=c(0.2,0.8),alpha=c(1,1.8), freq="H")
arr<-Path_array(N=300,m=30,M=100,l=l,sigma=0.3)
str(arr)
head(arr)

rlfsm documentation built on Aug. 27, 2022, 5:06 p.m.