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) <doi:10.48550/arXiv.1802.06373>, and also different related quantities.
Version: 1.1.2 Depends: methods, foreach, doParallel Imports: ggplot2, stabledist, reshape2, plyr, Rdpack, Rcpp LinkingTo: Rcpp Suggests: elliptic, testthat, stringi Published: 2022-08-27 DOI: 10.32614/CRAN.package.rlfsm Author: Dmitry Otryakhin [aut, cre], Stepan Mazur [aut], Mathias Ljungdahl [ctb] Maintainer: Dmitry Otryakhin <d.otryakhin.acad at protonmail.ch> License: GPL-3 URL: https://gitlab.com/Dmitry_Otryakhin/Tools-for-parameter-estimation-of-the-linear-fractional-stable-motion NeedsCompilation: yes Citation: rlfsm citation info Materials: NEWS CRAN checks: rlfsm results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=rlfsm to link to this page.
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