The functions provided in FracSim perform simulation of one- and two-dimensional fractional and multifractional Lévy motions
| Version: | 0.2 |
| Date: | 2005-11-08 |
| Author: | S. Déjean and S. Cohen |
| Maintainer: | S. Déjean <sebastien.dejean at math.ups-tlse.fr> |
| License: | GPL version 2 or later |
| In views: | Finance |
| CRAN checks: | FracSim results |
Downloads:
| Package source: | FracSim_0.2.tar.gz |
| MacOS X binary: | FracSim_0.2.tgz |
| Windows binary: | FracSim_0.2.zip |
| Reference manual: | FracSim.pdf |
| Old sources: | FracSim archive |