rlfsm (1.0.0)

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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) , as well as functions for computing important statistics used with these processes introduced by Mazur, Otryakhin and Podolskij (2018) , and also different quantities related to those statistics.

Maintainer: Dmitry Otryakhin
Author(s): Dmitry Otryakhin [aut, cre], Stepan Mazur [aut], Mathias Ljungdahl [ctb]

License: GPL-3

Uses: doParallel, foreach, ggplot2, plyr, Rdpack, reshape2, stabledist, elliptic, spatstat, testthat, stringi

Released 3 months ago.

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