Rmfrac

cranv1.0.0

Simulation and Statistical Analysis of Multifractional Processes. Simulation of several fractional and multifractional processes. Includes Brownian and fractional Brownian motions, bridges and Gaussian Haar-based multifractional processes (GHBMP). Implements the methods from Ayache, Olenko and Samarakoon (2026) <doi:10.1016/j.matcom.2026.01.033> for simulation of

License GPL-3strong copyleft0 versions1 maintainers16 deps143 weekly dl
Nemini-S/Rmfrac
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parallelparallellyggplot2zoomatrixStatsproxyrlangstatsforeachdoParallelplotlyshinygraphicsshinycssloadersfieldsutils
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First published · 2026-04-17 04:36:31

Last updated · 2026-04-17T02:30:07+00:00