README.md

In ahoundetoungan/multifractal: Multifractal volatility models

multifractal: Simulate, fit, and predict with multifractal models

Introduction

The multifractal package.

See the project page, the vignette and following paper.

Installation

To install the package from CRAN, simply do:

install.packages("multifractal")

The latest development version of multifractal is available at https://github.com/ahoundetoungan/multifractal. To install this version (which may contain bugs!), execute:

devtools::install_github("ahoundetoungan/multifractal")

References

Please cite multifractal in publications. Use citation("multifractal").

Ardia, D., Dufays, A., Houndetoungan, E. A., (20xx). Multifractal models in R: The multifractal package

Acknowledgements

This software package ofrom financial support by IVADO and the International Institute of Forecasters.

ahoundetoungan/multifractal documentation built on Dec. 27, 2019, 2:17 a.m.