项目作者: mstaniak

项目描述 :
Simulate and visualize Kendall random walks and related distributions. Available on CRAN
高级语言: R
项目地址: git://github.com/mstaniak/kendallRandomPackage.git
创建时间: 2017-03-11T22:37:35Z
项目社区:https://github.com/mstaniak/kendallRandomPackage

开源协议:MIT License

下载


kendallRandomWalks

CRAN_Status_Badge
Total Downloads
Travis-CI Build Status
Coverage Status

Simulations and distributions related to Kendall random walks:
visit dedicated project page on Researchgate

To get started, install stable CRAN version

install.packages(“kendallRandomWalks”)

or the newest version from Github:

devtools::install_github(“mstaniak/kendallRandomPackage”)

Help:

?kendallRandomWalks

Main functionalities:

  • simulate_kendall_rw functions simulates Kendall random walks for a given step distribution. The simulation can be then plotted using generic plot function.
  • transform_kendall_rw function allows user to play with different scalings and transformations of Kendall random walks to study its properties related to convergence.
  • summarise_kendall_rw and mutate_kendall_rw functions allow user to modify or summarise simulated trajectories.
  • ladder_moment and ladder_height functions help study distribution of first ladder moment and first ladder height empirically.
  • ladder_moment_pmf gives exact PMF for first ladder moment.
  • pkend, dkend, qkend and rkend are typical functions related to the stable Kendall distribution.
  • g_function calculates Williamson transform numerically.

See vignettes for examples.

If you have a feature request or you found a bug, please leave an issue.

The goal of this package is to let anyone interested in Kendall convolution/generalized convolutions get familiar with them through visual means and experimentation and aid research in this area by providing tools for simulations.

NOTE: This project is waiting for a new maintainer. If you are interested, send a request via e-mail.

Acknowledgement

This work is a part of project “First order Kendall maximal autoregressive processes and their applications”, which is carried out within the POWROTY/REINTEGRATION programme of the Foundation for Polish Science co-financed by the European Union under the European Regional Development Fund.