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.


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

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0.3 by Dmitry Otryakhin, 8 months ago

Browse source code at

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, spatstat.core, spatstat, testthat, stringi

Linking to Rcpp

See at CRAN