fractalrock: Generate fractal time series with non-normal returns distribution
Version 1.1.0

The basic principle driving fractal generation of time series is that data is generated iteratively based on increasing levels of resolution. The initial series is defined by a so-called initiator pattern and then generators are used to replace each segment of the initial pattern. Regular, repeatable patterns can be produced by using the same seed and generators. By using a set of generators, non-repeatable time series can be produced. This technique is the basis of the fractal time series process in this package.

Package details

AuthorBrian Lee Yung Rowe
Date of publication2013-02-05 05:41:05
MaintainerBrian Lee Yung Rowe <>
Package repositoryView on CRAN
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fractalrock documentation built on May 29, 2017, 7:10 p.m.