Contains functions for simulating linear fractional stable motions, according to techniques developed by Stoev and Taqqu (2004) <doi:10.1142/S0218348X04002379>, as well as functions for computing important statistics used with these processes introduced by Mazur, Otryakhin and Podolskij (2018) <arXiv:1802.06373>, and also different quantities related to those statistics.
| Version: | 1.0.0 |
| Depends: | methods, foreach, doParallel |
| Imports: | ggplot2, stabledist, reshape2, plyr, Rdpack |
| Suggests: | elliptic, spatstat, testthat, stringi |
| Published: | 2019-11-05 |
| 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: | no |
| Materials: | NEWS |
| CRAN checks: | rlfsm results |
| Reference manual: | rlfsm.pdf |
| Package source: | rlfsm_1.0.0.tar.gz |
| Windows binaries: | r-devel: rlfsm_1.0.0.zip, r-release: rlfsm_1.0.0.zip, r-oldrel: rlfsm_1.0.0.zip |
| macOS binaries: | r-release: rlfsm_1.0.0.tgz, r-oldrel: rlfsm_1.0.0.tgz |
| Old sources: | rlfsm archive |
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