fgn_sim: Simulate fractional Gaussian Noise.
In fractalRegression: Performs Fractal Analysis and Fractal Regression
fgn_sim R Documentation
Simulate fractional Gaussian Noise.
Description
Simulate fractional Gaussian Noise.
Usage
fgn_sim(n = 1000, H = 0.7)
Arguments
n
integer indicating length of desired series
H
Hurst exponent ranges between 0 and 1
Value
A numeric vector of length n.
fractalRegression documentation built on Aug. 20, 2023, 1:06 a.m.
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| fgn_sim | R Documentation |
Simulate fractional Gaussian Noise.
Description
Simulate fractional Gaussian Noise.
Usage
fgn_sim(n = 1000, H = 0.7)
Arguments
n |
integer indicating length of desired series |
H |
Hurst exponent ranges between 0 and 1 |
Value
A numeric vector of length n.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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