Package: Rmfrac 1.0.0

Rmfrac: 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 GHBMP. Estimation of Hurst functions and local fractal dimension. Clustering realisations based on the Hurst functions. Several functions to estimate and plot geometric statistics of the processes and time series. Provides a 'shiny' application for interactive use of the functions from the package.

Authors:Andriy Olenko [aut], Nemini Samarakoon [aut, cre]

Rmfrac_1.0.0.tar.gz
Rmfrac_1.0.0.zip(r-4.7)Rmfrac_1.0.0.zip(r-4.6)Rmfrac_1.0.0.zip(r-4.5)
Rmfrac_1.0.0.tgz(r-4.6-any)Rmfrac_1.0.0.tgz(r-4.5-any)
Rmfrac_1.0.0.tar.gz(r-4.7-any)Rmfrac_1.0.0.tar.gz(r-4.6-any)
Rmfrac_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
Rmfrac/json (API)

# Install 'Rmfrac' in R:
install.packages('Rmfrac', repos = c('https://nemini-s.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/nemini-s/rmfrac/issues

On CRAN:

Conda:

3.81 score 2 scripts 636 downloads 25 exports 83 dependencies

Last updated from:628022a9d1. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK182
source / vignettesOK201
linux-release-x86_64OK175
macos-release-arm64OK135
macos-oldrel-arm64OK244
windows-develOK137
windows-releaseOK122
windows-oldrelOK127
wasm-releaseOK129

Exports:BbridgeBmcov_GHBMPcross_meancross_ratecross_Test_covexc_AreaFBbridgeFBmFGnGHBMPH_LFDhclust_hurstHurstkmeans_hurstLFDlong_streakmean_streakplot_tsestRS_Indexshinyapp_simsojournX_maxX_min

Dependencies:askpassbase64encbslibcachemclicodetoolscommonmarkcpp11crosstalkcurldata.tabledigestdoParalleldotCall64dplyrevaluatefarverfastmapfieldsfontawesomeforeachfsgenericsggplot2gluegtablehighrhtmltoolshtmlwidgetshttpuvhttrisobanditeratorsjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclemagrittrmapsmatrixStatsmemoisemimeopensslotelparallellypillarpkgconfigplotlypromisesproxypurrrR6rappdirsRColorBrewerRcpprlangrmarkdownS7sassscalesshinyshinycssloaderssourcetoolsspamstringistringrsystibbletidyrtidyselecttinytexutf8vctrsviridisLitewithrxfunxtableyamlzoo

Readme and manuals

Help Manual

Help pageTopics
Rmfrac: Simulation and analysis of multifractional processesRmfrac-package Rmfrac
Simulation of Brownian bridgeBbridge
Simulation of Brownian motionBm
Covariance of Gaussian Haar-based multifractional processescov_GHBMP
Mean time between crossingscross_mean
Crossing ratecross_rate
Estimated crossing timescross_T
Empirical covariance functionest_cov
Excursion areaexc_Area
Simulation of fractional Brownian bridgeFBbridge
Simulation of fractional Brownian motionFBm
Simulation of fractional Gaussian noiseFGn
Simulation of Gaussian Haar-based multifractional processesGHBMP
Creates objects of class 'H_LFD'H_LFD
Hierarchical clusteringhclust_hurst
Statistical estimation of the Hurst functionHurst
K-means clusteringkmeans_hurst
Estimation of the local fractal dimensionLFD
Longest increasing/decreasing streaklong_streak
Mean time span of increasing/decreasing streaksmean_streak
Plot the estimated Hurst functions and local fractal dimension estimates for a user provided time seriesplot_tsest
Plot the estimated Hurst functions and local fractal dimension estimates for objects of class 'H_LFD'plot.H_LFD
Plot smoothed Hurst functions in each cluster with cluster centersplot.hc_hurst
Plot smoothed Hurst functions in each cluster with cluster centersplot.k_hurst
Plot Gaussian Haar-based multifractional processes with their theoretical and estimated Hurst functions and local fractal dimensionplot.mp
Print method for "hc_hurst" class objectsprint.hc_hurst
Print method for "k_hurst" class objectsprint.k_hurst
Relative strength indexRS_Index
Shiny app to visualise and analyse processesshinyapp_sim
Estimated sojourn measuresojourn
Estimated maximum of a time seriesX_max
Estimated minimum of a time seriesX_min