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

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.

Author
Brian Lee Yung Rowe
Date of publication
2013-02-05 05:41:05
Maintainer
Brian Lee Yung Rowe <r@zatonovo.com>
License
GPL-3
Version
1.1.0

View on CRAN

Man pages

fractal
Create time series based on fractal generators
fractalrock-package
A package for generating time series data using fractals
getPortfolioPrices
Generate portfolio prices using the fractal process
plotReturns
Plot asset prices and returns for fractal analysis
process
Generate a time series based on stochastic processes
sampleGenerators
Sample patterns for fractal generation of time series
sampleInitiators
Sample seed for fractal generation of time series

Files in this package

fractalrock
fractalrock/MD5
fractalrock/TODO
fractalrock/R
fractalrock/R/ornstein-uhlenbeck.R
fractalrock/R/framework.R
fractalrock/NAMESPACE
fractalrock/man
fractalrock/man/sampleInitiators.Rd
fractalrock/man/sampleGenerators.Rd
fractalrock/man/process.Rd
fractalrock/man/plotReturns.Rd
fractalrock/man/getPortfolioPrices.Rd
fractalrock/man/fractalrock-package.Rd
fractalrock/man/fractal.Rd
fractalrock/DESCRIPTION
fractalrock/data
fractalrock/data/generators.RData