rlfsm: Simulations and Statistical Inference for Linear Fractional Stable Motions

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: 0.1.0
Depends: methods, foreach, doParallel
Imports: ggplot2, elliptic, stabledist, reshape2, plyr, Rdpack
Suggests: stringi
Published: 2018-03-15
Author: Dmitry Otryakhin [aut, cre], Stepan Mazur [aut]
Maintainer: Dmitry Otryakhin <d.otryakhin.acad at protonmail.ch>
License: GPL-3
URL: https://github.com/Otryakhin-Dmitry/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion
NeedsCompilation: no
CRAN checks: rlfsm results


Reference manual: rlfsm.pdf
Package source: rlfsm_0.1.0.tar.gz
Windows binaries: r-devel: rlfsm_0.1.0.zip, r-release: rlfsm_0.1.0.zip, r-oldrel: rlfsm_0.1.0.zip
OS X binaries: r-release: rlfsm_0.1.0.tgz, r-oldrel: not available


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