R: Simulations and Statistical Inference for Linear Fractional Stable Motions

# Simulations and Statistical Inference for Linear Fractional Stable Motions

## Documentation for package ‘rlfsm’ version 1.1.2

- DESCRIPTION file
- Package NEWS

## Help Pages

alpha_hat | Statistical estimator for alpha
a_p | Function a_p.
a_tilda | Creates the corresponding value from the paper by Stoev and Taqqu (2004).
ContinEstim | Parameter estimation procedure in continuous case.
GenHighEstim | High frequency estimation procedure for lfsm.
GenLowEstim | Low frequency estimation procedure for lfsm.
H_hat | Statistical estimator of H in high/low frequency setting
h_kr | Function h_kr
increment | Higher order increments
increments | Higher order increments
MCestimLFSM | Numerical properties of statistical estimators operating on the linear fractional stable motion.
m_pk | m(-p,k)
Norm_alpha | Alpha-norm of an arbitrary function
path | Generator of linear fractional stable motion
paths | Generator of a set of lfsm paths.
Path_array | Path array generator
phi | Phi
phi_of_alpha | Inverse alpha estimator
Plot_dens | (alpha,H,sigma)- density plot
Plot_list_paths | Rendering of path lattice
Plot_vb | A function to plot variance- and bias dependencies of estimators on the lengths of sample paths. Works in conjunction with 'MCestimLFSM' function.
Retrieve_stats | Retrieve statistics(bias, variance) of estimators based on a set of paths
R_hl | R high /low
sf | Statistic V
sigma_hat | Statistical estimator for sigma
theta | Function theta
U_g | alpha norm of u*g
U_gh | alpha-norm of u*g + v*h.
U_ghuv | A dependence structure of 2 random variables.