Norm_alpha {rlfsm}

Alpha-norm of an arbitrary function

Description

Alpha-norm of an arbitrary function

Usage

Norm_alpha(fun, alpha, ...)

Arguments

fun

a function to compute a norm

alpha

self-similarity parameter of alpha stable random motion.

...

a set of parameters to pass to integrate

Details

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.

References

Mazur S, Otryakhin D, Podolskij M (2020). “Estimation of the linear fractional stable motion.” Bernoulli, 26(1), 226–252. https://doi.org/10.3150/19-BEJ1124.

Examples

Norm_alpha(h_kr,alpha=1.8,k=2,r=1,H=0.8,l=4)