Rmfrac
Simulation and Statistical Analysis of Multifractional Processes
Description
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 (2025) <doi:10.48550/arXiv.2503.07286> 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.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| 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 | WARNING |
| r-oldrel-macos-x86_64 | WARNING |
| r-oldrel-windows-x86_64 | WARNING |
| 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 |
Check details (3 non-OK)
Rd cross-references
Missing link or links in Rd file 'LFD.Rd': ‘plot.H_LFD ’ See section 'Cross-references' in the 'Writing R Extensions' manual.
Rd cross-references
Missing link or links in Rd file 'LFD.Rd': ‘plot.H_LFD ’ See section 'Cross-references' in the 'Writing R Extensions' manual.
Rd cross-references
Missing link or links in Rd file 'LFD.Rd': 'plot.H_LFD ' See section 'Cross-references' in the 'Writing R Extensions' manual.
Check History
WARNING 11 OK · 0 NOTE · 3 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Rd cross-references
Missing link or links in Rd file 'LFD.Rd': ‘plot.H_LFD ’ See section 'Cross-references' in the 'Writing R Extensions' manual.
Rd cross-references
Missing link or links in Rd file 'LFD.Rd': ‘plot.H_LFD ’ See section 'Cross-references' in the 'Writing R Extensions' manual.
Rd cross-references
Missing link or links in Rd file 'LFD.Rd': 'plot.H_LFD ' See section 'Cross-references' in the 'Writing R Extensions' manual.