rlfsm: Simulations and Statistical Inference for Linear Fractional Stable 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 ORCID iD [aut, cre], Stepan Mazur ORCID iD [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

Documentation:

Reference manual: rlfsm.html , rlfsm.pdf

Downloads:

Package source: rlfsm_1.1.2.tar.gz
Windows binaries: r-devel: rlfsm_1.1.2.zip, r-release: rlfsm_1.1.2.zip, r-oldrel: rlfsm_1.1.2.zip
macOS binaries: r-release (arm64): rlfsm_1.1.2.tgz, r-oldrel (arm64): rlfsm_1.1.2.tgz, r-release (x86_64): rlfsm_1.1.2.tgz, r-oldrel (x86_64): rlfsm_1.1.2.tgz
Old sources: rlfsm archive

Linking:

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