Description Usage Arguments Examples
This function generatea a time series of one dimension fractional Brownian motion. adapted from http://www.mathworks.com.au/matlabcentral/fileexchange/38935-fractional-brownian-motion-generator .
1 | fbm(hurst = 0.7, n = 100)
|
hurst |
the hurst index, with the default value 0.71 |
n |
the number of points between 0 and 1 that will be generated, with the default value 100 |
1 2 3 4 |
Time Series:
Start = c(0, 1)
End = c(1, 1)
Frequency = 100
[1] 0.061896674 0.122002254 0.144258958 0.163831487 0.173609039
[6] 0.216699206 0.296438124 0.389691200 0.410227264 0.450093457
[11] 0.465664125 0.476445757 0.512133141 0.509454173 0.520087745
[16] 0.491092522 0.483334315 0.482083044 0.417900963 0.385298433
[21] 0.350119417 0.359094043 0.350266038 0.302472152 0.321030336
[26] 0.368776857 0.306071396 0.306142911 0.311967003 0.373821483
[31] 0.351359919 0.310772535 0.344813133 0.347457289 0.330531790
[36] 0.315587173 0.302244681 0.233013559 0.196431987 0.165762882
[41] 0.177999935 0.150519133 0.120715341 0.033052355 0.008640467
[46] -0.045741500 -0.113705698 -0.143205406 -0.179463110 -0.207582302
[51] -0.319734878 -0.364809847 -0.359750407 -0.446017735 -0.471217434
[56] -0.509251404 -0.516308692 -0.509941145 -0.534194818 -0.561568421
[61] -0.534390717 -0.583942124 -0.585191031 -0.575922395 -0.620475815
[66] -0.621623371 -0.548518170 -0.553626830 -0.613881704 -0.642232521
[71] -0.625838482 -0.625152764 -0.584602625 -0.625308296 -0.619012471
[76] -0.620589613 -0.660899978 -0.742398132 -0.762785422 -0.815414433
[81] -0.808324853 -0.774938778 -0.762716409 -0.715956445 -0.644146181
[86] -0.598388808 -0.581061316 -0.595782001 -0.570917793 -0.538186285
[91] -0.555705429 -0.584954443 -0.642633020 -0.680182617 -0.707382642
[96] -0.760480729 -0.750936768 -0.738150230 -0.663885491 -0.641675581
[101] -0.642741215
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