{
  "_id": "6a105a0bacfb0bcc41ca38e7",
  "Package": "kendallRandomWalks",
  "Title": "Simulate and Visualize Kendall Random Walks and Related\nDistributions",
  "Version": "0.9.4",
  "Authors@R": "person(\"Mateusz\", \"Staniak\", email = \"mateusz.staniak@math.uni.wroc.pl\", role = c(\"aut\", \"cre\"))",
  "Description": "Kendall random walks are a continuous-space Markov chains\ngenerated by the Kendall generalized convolution. This package\nprovides tools for simulating these random walks and studying\ndistributions related to them. For more information about\nKendall random walks see Jasiulis-Gołdyn (2014)\n<arXiv:1412.0220>.",
  "License": "MIT + file LICENSE",
  "Encoding": "UTF-8",
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  "VignetteBuilder": "knitr",
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  "Packaged": {
    "Date": "2026-05-09 06:09:41 UTC",
    "User": "root"
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  "Author": "Mateusz Staniak [aut, cre]",
  "Maintainer": "Mateusz Staniak <mateusz.staniak@math.uni.wroc.pl>",
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2018-08-04 20:40:02 UTC",
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  "_assets": [
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    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/kendallRandomWalks.html",
    "extra/NEWS.html",
    "extra/NEWS.txt",
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      "date": "2018-07-10"
    },
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    "dkend",
    "estimate_stable_alpha",
    "fit_kendall",
    "fit_separate",
    "fit_stable_alpha",
    "full_loglik_gradient",
    "full_minus_loglik",
    "g_function",
    "g_function_single",
    "ladder_height",
    "ladder_moment",
    "ladder_moment_pmf",
    "mutate_kendall_rw",
    "pkend",
    "pkendSym",
    "qkend",
    "qkendSym",
    "rkend",
    "simulate_kendall_rw",
    "summarise_kendall_rw",
    "transform_kendall_rw"
  ],
  "_help": [
    {
      "page": "dkend",
      "title": "PDF of Kendall stable distribution",
      "topics": [
        "dkend"
      ]
    },
    {
      "page": "estimate_stable_alpha",
      "title": "Fit alpha parameter using MLE for distribution with one parameter",
      "topics": [
        "estimate_stable_alpha"
      ]
    },
    {
      "page": "fit_kendall",
      "title": "Fit stable Kendall distribution for given data and m_alpha function.",
      "topics": [
        "fit_kendall"
      ]
    },
    {
      "page": "fit_separate",
      "title": "Function for fitting stable Kendall distribution separately to two parts of data",
      "topics": [
        "fit_separate"
      ]
    },
    {
      "page": "fit_stable_alpha",
      "title": "Fit stable Kendall distribution with one parameter (alpha)",
      "topics": [
        "fit_stable_alpha"
      ]
    },
    {
      "page": "full_loglik_gradient",
      "title": "Gradient of minus loglikelihood for stable Kendall distribution with 3 parameters.",
      "topics": [
        "full_loglik_gradient"
      ]
    },
    {
      "page": "full_minus_loglik",
      "title": "Negative loglikelihood for stable Kendall distr. with 3 parameters.",
      "topics": [
        "full_minus_loglik"
      ]
    },
    {
      "page": "g_function",
      "title": "Function G(t) - Williamson transform taken at point 1/t.",
      "topics": [
        "g_function"
      ]
    },
    {
      "page": "g_function_single",
      "title": "Function G(t) - Williamson transform taken at point 1/t.",
      "topics": [
        "g_function_single"
      ]
    },
    {
      "page": "kendall_loglik",
      "title": "Log-likelihood for stable kendall distribution with m_alpha = 1",
      "topics": [
        "kendall_loglik"
      ]
    },
    {
      "page": "kendallRandomWalks",
      "title": "kendallRandomWalks: explore and visualize Kendall random walks.",
      "topics": [
        "kendallRandomWalks-package",
        "kendallRandomWalks"
      ]
    },
    {
      "page": "ladder_height",
      "title": "Estimate the distribution of first ladder height for given level",
      "topics": [
        "ladder_height"
      ]
    },
    {
      "page": "ladder_moment",
      "title": "Estimate the distribution of first ladder moment for given level",
      "topics": [
        "ladder_moment"
      ]
    },
    {
      "page": "ladder_moment_pmf",
      "title": "Distribution of the first ladder moment.",
      "topics": [
        "ladder_moment_pmf"
      ]
    },
    {
      "page": "mutate_kendall_rw",
      "title": "Mutate each trajectory.",
      "topics": [
        "mutate_kendall_rw"
      ]
    },
    {
      "page": "pkend",
      "title": "CDF of Kendall stable distribution",
      "topics": [
        "pkend"
      ]
    },
    {
      "page": "pkendSym",
      "title": "CDF of symmetrical Kendall stable distribution",
      "topics": [
        "pkendSym"
      ]
    },
    {
      "page": "plot.kendall_barrier_crossing",
      "title": "Generic function for plotting results of ladder_moment function.",
      "topics": [
        "plot.kendall_barrier_crossing"
      ]
    },
    {
      "page": "plot.kendall_fit",
      "title": "QQ-plot for the result of fitting stable Kendall distribtion.",
      "topics": [
        "plot.kendall_fit"
      ]
    },
    {
      "page": "plot.kendall_simulation",
      "title": "Generic function that draws simulated trajectories of Kendall random walk",
      "topics": [
        "plot.kendall_simulation"
      ]
    },
    {
      "page": "plot.kendall_summary",
      "title": "Plot summary of Kendall random walk simulations.",
      "topics": [
        "plot.kendall_summary"
      ]
    },
    {
      "page": "print.kendall_barrier_crossing",
      "title": "Generic function for printing result of ladder_moment function",
      "topics": [
        "print.kendall_barrier_crossing"
      ]
    },
    {
      "page": "print.kendall_simulation",
      "title": "Generic function that prints information about simulated Kendall random walk",
      "topics": [
        "print.kendall_simulation"
      ]
    },
    {
      "page": "print.kendall_summary",
      "title": "Print summary of Kendall random walk simulations.",
      "topics": [
        "print.kendall_summary"
      ]
    },
    {
      "page": "qkend",
      "title": "Quantiles of Kendall stable distribution",
      "topics": [
        "qkend"
      ]
    },
    {
      "page": "qkendSym",
      "title": "Quantiles of symmetrical Kendall stable distribution",
      "topics": [
        "qkendSym"
      ]
    },
    {
      "page": "Qn",
      "title": "Helper function",
      "topics": [
        "Qn"
      ]
    },
    {
      "page": "rkend",
      "title": "Pseudo-random number from Kendall stable distribution",
      "topics": [
        "rkend"
      ]
    },
    {
      "page": "simulate_kendall_rw",
      "title": "Simulate multiple trajectories of Kendall random walk",
      "topics": [
        "simulate_kendall_rw"
      ]
    },
    {
      "page": "simulateOneTrajectory",
      "title": "Simulate one trajectory ofa Kendall random walk",
      "topics": [
        "simulateOneTrajectory"
      ]
    },
    {
      "page": "summarise_kendall_rw",
      "title": "Calculate some characteristic for every simulated instance.",
      "topics": [
        "summarise_kendall_rw"
      ]
    },
    {
      "page": "transform_kendall_rw",
      "title": "Transforming (scaling and shifting) Kendall random walks",
      "topics": [
        "transform_kendall_rw"
      ]
    },
    {
      "page": "U",
      "title": "Helper function",
      "topics": [
        "U"
      ]
    },
    {
      "page": "Z",
      "title": "Helper function: min/max",
      "topics": [
        "Z"
      ]
    }
  ],
  "_readme": "https://github.com/cran/kendallRandomWalks/raw/HEAD/README.md",
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