Norm_alpha {rlfsm} | R Documentation |
Alpha-norm of an arbitrary function
Norm_alpha(fun, alpha, ...)
fun |
a function to compute a norm |
alpha |
self-similarity parameter of alpha stable random motion. |
... |
a set of parameters to pass to integrate |
fun must accept a vector of values for evaluation. See ?integrate for further details. Most problems with this function appear because of rather high precision. Try to tune rel.tol parameter first.
Mazur S, Otryakhin D, Podolskij M (2018). “Estimation of the linear fractional stable motion.” Aarhus University.
Norm_alpha(h_kr,alpha=1.8,k=2,r=1,H=0.8,l=4)