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Rmfrac  

Simulation and Statistical Analysis of Multifractional Processes
View on CRAN: Click here


Download and install Rmfrac package within the R console
Install from CRAN:
install.packages("Rmfrac")

Install from Github:
library("remotes")
install_github("cran/Rmfrac")

Install by package version:
library("remotes")
install_version("Rmfrac", "0.1.1")



Attach the package and use:
library("Rmfrac")
Maintained by
Nemini Samarakoon
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-09-10
Latest Update: 2025-09-10
Description:
Simulation of several fractional and multifractional processes. Includes Brownian and fractional Brownian motions, bridges and Gaussian Haar-based multifractional processes (GHBMP). Implements the methods from Ayache, Olenko and Samarakoon (2025) <doi:10.48550/arXiv.2503.07286> for simulation of GHBMP. Estimation of Hurst functions and local fractal dimension. Clustering realisations based on the Hurst functions. Several functions to estimate and plot geometric statistics of the processes and time series. Provides a 'shiny' application for interactive use of the functions from the package.
How to cite:
Nemini Samarakoon (2025). Rmfrac: Simulation and Statistical Analysis of Multifractional Processes. R package version 0.1.1, https://cran.r-project.org/web/packages/Rmfrac. Accessed 09 Mar. 2026.
Previous versions and publish date:
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Complete documentation for Rmfrac
Functions, R codes and Examples using the Rmfrac R package
Full Rmfrac package functions and examples
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