dvfBm: Discrete variations of a fractional Brownian motion

Hurst exponent estimation of a fractional Brownian motion by using discrete variations methods in presence of outliers and/or an additive noise

Version: 1.0
Depends: wmtsa
Published: 2009-11-22
Author: Jean-Francois Coeurjolly
Maintainer: J.-F. Coeurjolly <Jean-francois.Coeurjolly at upmf-grenoble.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
CRAN checks: dvfBm results

Downloads:

Reference manual: dvfBm.pdf
Package source: dvfBm_1.0.tar.gz
Windows binaries: r-devel: dvfBm_1.0.zip, r-release: dvfBm_1.0.zip, r-oldrel: dvfBm_1.0.zip
OS X Snow Leopard binaries: r-release: dvfBm_1.0.tgz, r-oldrel: dvfBm_1.0.tgz
OS X Mavericks binaries: r-release: dvfBm_1.0.tgz