kendallRandomWalks

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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:

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.

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.