R/fbm.R

In Solipugids/microarray1433: Affinity-Based Prediction of Phosphopeptide-Binding Specificity

#' test file
#'
#' This is only for testing the availibiligy of file
#'
#' @param hurst the hurst index
#' @param n the number of points
#'
#' @return
#' @export
#'
#' @examples
#' fbm()
#' plot(fbm())
fbm <- function(hurst=0.7, n=100){
    delta <- 1/n
    r <- numeric(n+1)
    r[1] <- 1
    for(k in 1:n)
        r[k+1] <- 0.5 * ((k+1)^(2*hurst) - 2*k^(2*hurst) + (k-1)^(2*hurst))
    r <- c(r, r[seq(length(r)-1, 2)])
    lambda <- Re((fft(r)) / (2*n))
    W <- fft(sqrt(lambda) * (rnorm(2*n) + rnorm(2*n)*1i))
    W <- n^(-hurst) * cumsum(Re(W[1:(n+1)]))
    X <- ts(W, start=0, deltat=delta)
    return(X)
}