R/acvfFGN.R
In FGN: Fractional Gaussian Noise and power law decay time series model fitting

`acvfFGN` <-
function(H, maxlag){
    h2<-2*H
    k <- 1:maxlag
    c(1,0.5*((k+1)^h2-2*k^h2+(k-1)^h2))
}

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FGN documentation built on May 30, 2017, 7:19 a.m.

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