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) doi:10.48550/arXiv.1802.06373, and also different related quantities.
- Version1.1.2
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- rlfsm citation info
- Last release08/27/2022
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Team
Dmitry Otryakhin
Stepan Mazur
Mathias Ljungdahl
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- Depends2 packages
- Imports6 packages
- Suggests3 packages
- Linking To1 package