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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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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 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>.

Dependency Network

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

Version History

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