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 based on the method from Stoev and Taqqu (2004) , as well as functions for estimation of parameters of these processes introduced by Mazur, Otryakhin and Podolskij (2018) , and also different related quantities.


Reference manual

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install.packages("rlfsm")

1.1.2 by Dmitry Otryakhin, 4 years 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, stabledist, reshape2, plyr, Rdpack, Rcpp

Depends on methods, foreach, doParallel

Suggests elliptic, testthat, stringi

Linking to Rcpp


See at CRAN