Journal of Statistical Software

Authors:	Sébastien Déjean, Serge Cohen
Title:	[download] (1399)FracSim: An R Package to Simulate Multifractional Lévy Motions
Reference:	Vol. 14, Issue 18, Dec 2005 Submitted 2005-10-06, Accepted 2005-12-08
Type:	Article
Abstract:	In this article a procedure is proposed to simulate fractional fields, which are non Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable (multi)fractional Lévy motions, allow fixing the Hölder exponent at each point. FracSim is an R package developed in R and C language. Parallel computers have been also used.
Paper:	[download] (1399)FracSim: An R Package to Simulate Multifractional Lévy Motions (application/pdf, 1.5 MB)
Supplements:	[download] (169)FracSim_0.2.tar.gz: R source package (application/x-gzip, 3 KB)
	[download] (155)main-2d-openmp.c: C code (application/zip, 1.1 KB)
Resources:	BibTeX \| OAI