The functions provided in FracSim perform simulation of one- and two-dimensional fractional and multifractional Lévy motions
| Version: | 0.3 |
| Published: | 2009-03-10 |
| Author: | S. Déjean and S. Cohen |
| Maintainer: | S. Déjean <sebastien.dejean at math.ups-tlse.fr> |
| License: | GPL (≥ 2) |
| In views: | Finance |
| CRAN checks: | FracSim results |
| Package source: | FracSim_0.3.tar.gz |
| MacOS X binary: | FracSim_0.3.tgz |
| Windows binary: | FracSim_0.3.zip |
| Reference manual: | FracSim.pdf |
| Old sources: | FracSim archive |