Brownian Motion

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Description

The Brown72 data set represents a fractal Brownian motion with a prescribed Hurst exponent 0f 0.72 .

Usage

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Format

The format is: one column.

Details

“Estimating the Hurst exponent for a data set provides a measure of whether the data is a pure random walk or has underlying trends. Brownian walks can be generated from a defined Hurst exponent.”

Source

http://www.bearcave.com/misl/misl_tech/wavelets/hurst/

Examples

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## Not run: 
data(brown72)
plot(brown72, type = "l", col = "blue")
grid()
## End(Not run)

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