a_tilda {rlfsm} | R Documentation |
Creates the corresponding value from the paper by Stoev and Taqqu (2004).
a_tilda(N, m, M, alpha, H)
N |
a number of points of the lfsm. |
m |
discretization. A number of points between two nearby motion points |
M |
truncation parameter. A number of points at which the integral representing the definition of lfsm is calculated. So, after M points back we consider the rest of the integral to be 0. |
alpha |
self-similarity parameter of alpha stable random motion. |
H |
Hurst parameter |
Stoev S, Taqqu M (2004). “Simulation methods for linear fractional stable motion and FARIMA using the Fast Fourier Transform.” Fractals, 95(1), 95-121.