Simulations and Statistical Inference for Linear Fractional Stable Motions

Contains functions for simulating linear fractional stable motions, according to techniques developed by Stoev and Taqqu (2004) , as well as functions for computing important statistics used with these processes introduced by Mazur, Otryakhin and Podolskij (2018) , and also different quantities related to those statistics.


News

rlfsm 0.2.0

  • CLT function was equipped with a faster version of the sample path generator which is unavailable for users. User version (fucntion path) remains intact.

  • CLT documentation was amended.

  • The developer repository was moved to Gitlab.com.

Reference manual

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install.packages("rlfsm")

0.3.0 by Dmitry Otryakhin, 19 days ago


https://gitlab.com/Dmitry_Otryakhin/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion


Browse source code at https://github.com/cran/rlfsm


Authors: Dmitry Otryakhin [aut, cre] , Stepan Mazur [aut] , Mathias Ljungdahl [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports ggplot2, elliptic, stabledist, reshape2, plyr, Rdpack

Depends on methods, foreach, doParallel

Suggests stringi, spatstat


See at CRAN