noise_fBm: Generate fractional Brownian motion

View source: R/simulate.R

noise_fBmR Documentation

Generate fractional Brownian motion

Description

Generate fractional Brownian motion

Usage

noise_fBm(H = 1.5, N = 512, mu = NULL, sigma = NULL)

Arguments

H

Hurst exponent

N

Length of noise series

mu

Mean

sigma

SD

Value

fBm


FredHasselman/casnet documentation built on April 20, 2024, 3:05 p.m.