Description Usage Arguments Details Value Examples

Mean square displacement of fractional Brownian motion.

1 | ```
fbm.msd(tseq, H)
``` |

`tseq` |
Length- |

`H` |
Hurst parameter (between 0 and 1). |

The mean squared displacement (MSD) of a stochastic process *X_t* is defined as

*
MSD_X(t) = E[(X_t - X_0)^2].
*

Fractional Brownian motion (fBM) is a continuous Gaussian process with stationary increments, such that its covariance function is entirely defined the MSD, which in this case is *MSD_X(t) = |t|^(2H)*.

Length-`N`

vector of mean square displacements.

1 | ```
fbm.msd(tseq = 1:10, H = 0.4)
``` |

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