fbm: Generate a time series of fractional Brownian motion.

In ritianjiang/MethyAge2: A toolkit to analysis DNA methylation with age

Description

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 .

Usage

fbm(hurst = 0.7, n = 100)

Arguments

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

Examples

fbm()
plot(fbm())
d <- fbm(hurst=0.2, n=1000)
plot(d)

ritianjiang/MethyAge2 documentation built on Dec. 3, 2019, 2:03 p.m.