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rlfsm  

Simulations and Statistical Inference for Linear Fractional Stable Motions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rlfsm", "1.1.2")



Attach the package and use:
library("rlfsm")
Maintained by
Dmitry Otryakhin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-03-15
Latest Update: 2022-08-27
Description:
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.
How to cite:
Dmitry Otryakhin (2018). rlfsm: Simulations and Statistical Inference for Linear Fractional Stable Motions. R package version 1.1.2, https://cran.r-project.org/web/packages/rlfsm
Previous versions and publish date:
0.1.0 (2018-03-15 10:36), 0.2.0 (2018-06-18 13:21), 0.3.0 (2019-07-02 18:00), 0.3.1 (2019-08-06 19:40), 1.0.0 (2019-11-05 14:40), 1.0.1 (2020-10-27 22:00), 1.0.2 (2021-03-15 18:40), 1.0.3 (2021-04-16 15:10), 1.1.1 (2022-02-24 08:50)
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