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# CITATION file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "Rmfrac" in publications use:'
type: software
license: GPL-3.0-only
title: 'Rmfrac: Simulation and Statistical Analysis of Multifractional Processes'
version: 1.0.0
doi: 10.1016/j.matcom.2026.01.033
identifiers:
- type: doi
  value: 10.32614/CRAN.package.Rmfrac
abstract: 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)
  <https://doi.org/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:
- family-names: Olenko
  given-names: Andriy
  email: a.olenko@latrobe.edu.au
  orcid: https://orcid.org/0000-0002-0917-7000
- family-names: Samarakoon
  given-names: Nemini
  email: neminisamarakoon95@gmail.com
  orcid: https://orcid.org/0009-0000-2107-1973
preferred-citation:
  type: article
  title: On construction, properties and simulation of Haar-based multifractional
    processes
  authors:
  - family-names: Ayache
    given-names: Antoine
  - family-names: Olenko
    given-names: Andriy
    email: a.olenko@latrobe.edu.au
    orcid: https://orcid.org/0000-0002-0917-7000
  - family-names: Samarakoon
    given-names: Nemini
    email: neminisamarakoon95@gmail.com
    orcid: https://orcid.org/0009-0000-2107-1973
  year: '2026'
  journal: Mathematics and Computers in Simulation
  volume: '246'
  url: https://www.sciencedirect.com/science/article/pii/S0378475426000418
  doi: 10.1016/j.matcom.2026.01.033
  start: 311-332
repository: https://nemini-s.r-universe.dev
repository-code: https://github.com/Nemini-S/Rmfrac
commit: 628022a9d13c54830404748c110ce26f79080148
url: https://github.com/Nemini-S/Rmfrac
date-released: '2026-04-17'
contact:
- family-names: Samarakoon
  given-names: Nemini
  email: neminisamarakoon95@gmail.com
  orcid: https://orcid.org/0009-0000-2107-1973
references:
- type: article
  title: Simulation and analysis of multifractional stochastic Processes with R package
    Rmfrac
  authors:
  - family-names: Olenko
    given-names: Andriy
  - family-names: Samarakoon
    given-names: Nemini
  year: '2026'
  journal: Methodology and Computing in Applied Probability
  volume: '28'
  url: https://link.springer.com/article/10.1007/s11009-026-10267-w
  doi: 10.1007/s11009-026-10267-w
  start: '36'