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rlfsm

1.1.2

Simulations and Statistical Inference for Linear Fractional Stable Motions

0packages depend
2.8Kdownloads / year
0.0%test coverage
11/13checks pass

Overview

About
Maintained by Dmitry OtryakhinFirst published 2018-03-1510 releasesCRAN page ↗GitLab ↗

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

CRAN checks
2NOTE11OK
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-clang
  • NOTE r-devel-linux-x86_64-debian-gcc
Slowest check: 2.9 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.27
0.0%
Coverage · measured lines
100%
Documentation · exports
9
Dependencies · direct
Check history
  • NOTE2026-04-22
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-18
    11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
95%
Documented parameters
87%
Return-value docs
14%
References docs
61%

Downloads

2.8K
CRAN downloads in the past year
Rank #14,955 · ~8/day · ~237/mo
Daily download trend is not available in this view yet.
21530 days
74690 days
2.8K1 year
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Also on387 r2u19 autocran

Repository

Repository practices

Upstream repositoryBeta

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.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
12 external dependencies (excludes base and recommended)
Depends (3)
LinkingTo (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Code Composition
R 1,937 (62%)Rd 1,121 (36%)C++ 85 (3%)
Code characteristics
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

Loading call graph…

Lowest coverage

41 functions
FunctionCycloCoverage
ContinEstim exp30%
GenHighEstim exp60%
GenLowEstim exp70%
H_hat exp10%
MCestimLFSM exp80%
Norm_alpha exp20%

People & History

People (3)
Maintainer (1)
Author, Maintainer
Authors (2)
Author, Maintainer
Contributors (1)
Contributor · added in 0.3.0
Package Timeline

10 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 1.1.2Latest
    2022-08-27 · current release · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 1.1.1
    2022-02-24 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 1.0.3
    2021-04-16 · diff ↗
  • 1.0.2
    2021-03-15 · diff ↗
  • 1.0.1
    2020-10-27 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 1.0.0
    2019-11-05 · diff ↗
  • 0.3.1
    2019-08-06 · diff ↗
  • 0.3.0
    2019-07-02 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
Show 4 earlier events
  • 0.2.0
    2018-06-18 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 0.1.0
    2018-03-15
  • R
    R 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
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