Simulation and Statistical Analysis of Multifractional Processes
Overview
Simulation of several fractional and multifractional processes. Includes Brownian and fractional Brownian motions, bridges and Gaussian Haar-based multifractional processes (GHBMP). Implements the methods from Ayache, Olenko and Samarakoon (2026) doi:10.1016/j.matcom.2026.01.033 for simulation of GHBMP. Estimation of Hurst functions and local fractal dimension. Clustering realisations based on the Hurst functions. Several functions to estimate and plot geometric statistics of the processes and time series. Provides a 'shiny' application for interactive use of the functions from the package.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK12 OK2026-04-25
Show 1 earlier changeHide 1 earlier change
- WARNING11 OK, 3 WARNING2026-03-10
Documentation
- Help pages
- 32includes a package overview page
- Examples that run
- 72%21 run in a plain check (1 of them under a condition) · 8 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 99%
- Return-value docs
- 100%
- Help pages citing references
- 28%
Downloads
Repository
1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/nemini-s/rmfrac on 2026-10-22.
Dependencies
Installing Rmfrac adds 81 packages (46 with compiled code, 79 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.0.0Latest
- 0.1.12025-09-10
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2025-09-10
- Total releases
- 2 / 1 yrs
- License
- GPL-3 OSI
- Download size
- 143 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("Rmfrac")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1016/j.matcom.2026.01.033, 10.1007/s11009-026-10267-w.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.