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rlfsm

Simulations and Statistical Inference for Linear Fractional Stable Motions

v1.1.2 · Aug 27, 2022 · GPL-3
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Description

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.

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r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
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CRAN incoming feasibility

Maintainer: ‘Dmitry Otryakhin <d.otryakhin.acad@protonmail.ch>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

The Description field contains
  Otryakhin and Podolskij (2018) <arXiv:1802.06373>, and also different
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Dmitry Otryakhin <d.otryakhin.acad@protonmail.ch>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

The Description field contains
  Otryakhin and Podolskij (2018) <arXiv:1802.06373>, and also different
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
OK r-devel-linux-x86_64-fedora-clang

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Check History

        

          

            
              NOTE
              
                12 OK ·                 2 NOTE ·                 0 WARNING ·                 0 ERROR ·                 0 FAILURE              
              Mar 9, 2026
            
            

              

                

                  NOTE
                  r-devel-linux-x86_64-debian-clang
                

                
CRAN incoming feasibility

                
Maintainer: ‘Dmitry Otryakhin <d.otryakhin.acad@protonmail.ch>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

The Description field contains
  Otryakhin and Podolskij (2018) <arXiv:1802.06373>, and also different
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

              

              

                

                  NOTE
                  r-devel-linux-x86_64-debian-gcc
                

                
CRAN incoming feasibility

                
Maintainer: ‘Dmitry Otryakhin <d.otryakhin.acad@protonmail.ch>’

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

The Description field contains
  Otryakhin and Podolskij (2018) <arXiv:1802.06373>, and also different
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

              

            

          

        

      


      

      
      

        
Dependency Network

        

          
            

            
            
            Dependencies
            
            Reverse dependencies

            
            
            
            
            
            
            
            
            

            

            
            
              
              foreach
            
            
              
              doParallel
            
            
              
              ggplot2
            
            
              
              stabledist
            
            
              
              reshape2
            
            
              
              plyr
            
            
              
              Rdpack
            
            
              
              Rcpp
            

            

            
            
            rlfsm
          
        

      


      
      

        
Version History

        

          

            new
            1.1.2
            Mar 9, 2026