FracSim: An R package to simulate multifractional Levy motions
In this article a procedure is proposed to simulate fractional fields, which are non Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable ( multi) fractional Levy motions, allow fixing the Holder exponent at each point. FracSim is an R package developed in R and C language. Parallel computers have been also used.
simulation fractional motions