rlfsm
1.1.2Simulations and Statistical Inference for Linear Fractional Stable Motions
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 95%
- Documented parameters
- 87%
- Return-value docs
- 14%
- References docs
- 61%
Downloads
Repository
Repository practices
Repository gitlab.com/dmitry_otryakhin/tools-for-parameter-estimation-of-the-linear-fractional-stable-motion is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.
Dependencies
Nothing depends on this yet.
Code & Tests
- Cyclomatic complexity
- 1.0 median / 9 max
- Test cases
- 27 / 0.27 per code line
Test coverage
Line coverage
0%
Expression
0.0%
Tests / Examples
0.0% / 73% ex
Functions
41 29 exported
Complexity
2.3 avg / 9 max
Call network
41 nodes / 38 edges
Call graph
Open call graph →Lowest coverage
41 functions| Function | Cyclo | Coverage |
|---|---|---|
| ContinEstim exp | 3 | 0% |
| GenHighEstim exp | 6 | 0% |
| GenLowEstim exp | 7 | 0% |
| H_hat exp | 1 | 0% |
| MCestimLFSM exp | 8 | 0% |
| Norm_alpha exp | 2 | 0% |
People & History
10 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.1.2Latest
- RR 4.2.0 released · 2022-04-22
- 1.1.12022-02-24 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.0.32021-04-16 · diff ↗
- 1.0.22021-03-15 · diff ↗
- 1.0.12020-10-27 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.0.02019-11-05 · diff ↗
- 0.3.12019-08-06 · diff ↗
- 0.3.02019-07-02 · diff ↗
- RR 3.6.0 released · 2019-04-26
Show 4 earlier events
- 0.2.02018-06-18 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.1.02018-03-15
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2018-03-15
- Total releases
- 10 / 8 yrs
- License
- GPL-3 OSI
- Download size
- 58 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet