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rlfsm
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
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[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 based on the method from Stoev and Taqqu (2004) , as well as functions for estimation of parameters of these processes introduced by Mazur, Otryakhin and Podolskij (2018) , 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. Accessed 28 Oct. 2026.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for rlfsm
Functions, R codes and Examples using
the rlfsm R package
Some associated functions: ContinEstim . GenHighEstim . GenLowEstim . H_hat . MCestimLFSM . Norm_alpha . Path_array . Plot_dens . Plot_list_paths . Plot_vb . R_hl . Retrieve_stats . U_g . U_gh . U_ghuv . a_p . a_tilda . alpha_hat . h_kr . increment . m_pk . path . paths . phi . phi_of_alpha . sf . sigma_hat . theta .
Some associated R codes: MC.R . PLotting_sample_paths_stable.R . Plot_function_for_empirical_distributions.R . RcppExports.R . covariance_matrix.R . fixed_h_kr.R . limit_theorems.R . rlfsm.R . Full rlfsm package functions and examples
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