CRAN/E | rlfsm

rlfsm

Simulations and Statistical Inference for Linear Fractional Stable Motions

Installation

About

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) , and also different related quantities.

Citation rlfsm citation info
gitlab.com/Dmitry_Otryakhin/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion

Key Metrics

Version 1.1.2
Published 2022-08-27 771 days ago
Needs compilation? yes
License GPL-3
CRAN checks rlfsm results

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Maintainer

Maintainer

Dmitry Otryakhin

Authors

Dmitry Otryakhin

aut / cre

Stepan Mazur

aut

Mathias Ljungdahl

ctb

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

rlfsm archive

Depends

methods
foreach
doParallel

Imports

ggplot2
stabledist
reshape2
plyr
Rdpack
Rcpp

Suggests

elliptic
testthat
stringi

LinkingTo

Rcpp