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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) <arXiv:1802.06373>, and also different related quantities.

Versions across snapshots

VersionRepositoryFileSize
1.1.2 rolling linux/jammy R-4.5 rlfsm_1.1.2.tar.gz 153.7 KiB
1.1.2 rolling linux/noble R-4.5 rlfsm_1.1.2.tar.gz 154.5 KiB
1.1.2 rolling source/ R- rlfsm_1.1.2.tar.gz 57.4 KiB
1.1.2 latest linux/jammy R-4.5 rlfsm_1.1.2.tar.gz 153.7 KiB
1.1.2 latest linux/noble R-4.5 rlfsm_1.1.2.tar.gz 154.5 KiB
1.1.2 latest source/ R- rlfsm_1.1.2.tar.gz 57.4 KiB
1.1.2 2026-04-26 source/ R- rlfsm_1.1.2.tar.gz 57.4 KiB
1.1.2 2026-04-23 source/ R- rlfsm_1.1.2.tar.gz 57.4 KiB
1.1.2 2026-04-09 windows/windows R-4.5 rlfsm_1.1.2.zip 478.2 KiB
1.1.2 2025-04-20 source/ R- rlfsm_1.1.2.tar.gz 57.4 KiB

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