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rlfsm

Simulations and Statistical Inference for Linear Fractional Stable Motions

v1.1.2 · Aug 27, 2022 · GPL-3

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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24

Last 30 days

114

Last 90 days

387

Last year

Trend: -40% (30d vs prior 30d)

autoCRAN

2

Last 7 days

14

Last 30 days

0

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

2 NOTE
11 OK
Show all 13 flavors
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r-devel-linux-x86_64-debian-clang NOTE
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-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
Check details (2 non-OK)
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>.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 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>.
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 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>.
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/rlfsm.Rcheck/00install.out' for details.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 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>.

Code

Structure

Lines of code

3,143

Files

54

Compiled share

2.7%

Has compiled src

Yes

Language breakdown

R 1,525 (48.5%)C/C++/src 85 (2.7%)Tests 412 (13.1%)Docs 1,121 (35.7%)

API

Exported functions

29

Internal functions

8

Recent export changes

v1.1.1−3 CLT, MinContrastEstim, a_tilda_R
v1.0.1+1 a_tilda_R

Testing & CI

Has tests

Yes

Test-to-code ratio

0.27

testthat edition

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

14.3%

\dontrun example ratio

4.8%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

Yes

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

Unsafe pattern score

0

Dep constraint coverage

0%

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

System requirements

C++ standard

License

GPL-3

License flags

SPDX valid, OSI approved

History

Versions

10

First release

2018-03-15

Latest release

2022-08-27

Avg cadence

139 days

Cold removal rate

100%

Dep drift

2

LOC over versions

v0.1.0: 2,289 LOCv0.2.0: 2,376 LOCv0.3.0: 2,775 LOCv0.3.1: 3,058 LOCv1.0.0: 3,278 LOCv1.0.1: 3,473 LOCv1.0.2: 3,473 LOCv1.0.3: 3,475 LOCv1.1.1: 3,150 LOCv1.1.2: 3,143 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Dependency Network

Dependencies Reverse dependencies foreach doParallel ggplot2 stabledist reshape2 plyr Rdpack Rcpp rlfsm

Version History

11 tracked
new 1.1.2 Mar 10, 2026
updated 1.1.2 ← 1.1.1 diff Aug 26, 2022
updated 1.1.1 ← 1.0.3 diff Feb 23, 2022
updated 1.0.3 ← 1.0.2 diff Apr 15, 2021
updated 1.0.2 ← 1.0.1 diff Mar 14, 2021
updated 1.0.1 ← 1.0.0 diff Oct 26, 2020
updated 1.0.0 ← 0.3.1 diff Nov 4, 2019
updated 0.3.1 ← 0.3.0 diff Aug 5, 2019
updated 0.3.0 ← 0.2.0 diff Jul 1, 2019
updated 0.2.0 ← 0.1.0 diff Jun 17, 2018
new 0.1.0 Mar 14, 2018