rlfsm: Simulations and Statistical Inference for Linear FractionalStable 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 |
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