|Authors:||Sébastien Déjean, Serge Cohen|
|Title:||FracSim: An R Package to Simulate Multifractional Lévy Motions|
|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.|
Page views:: 8332. Submitted: 2005-10-06. Published: 2005-12-08.
FracSim: An R Package to Simulate Multifractional Lévy Motions
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