The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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.
| Version: |
1.1.2 |
| Depends: |
methods, foreach, doParallel |
| Imports: |
ggplot2, stabledist, reshape2, plyr, Rdpack, Rcpp |
| LinkingTo: |
Rcpp |
| Suggests: |
elliptic, testthat, stringi |
| Published: |
2022-08-27 |
| DOI: |
10.32614/CRAN.package.rlfsm |
| Author: |
Dmitry Otryakhin 
[aut, cre],
Stepan Mazur
[aut],
Mathias Ljungdahl [ctb] |
| Maintainer: |
Dmitry Otryakhin <d.otryakhin.acad at protonmail.ch> |
| License: |
GPL-3 |
| URL: |
https://gitlab.com/Dmitry_Otryakhin/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion |
| NeedsCompilation: |
yes |
| Citation: |
rlfsm citation info |
| Materials: |
NEWS |
| CRAN checks: |
rlfsm results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=rlfsm
to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.