R/bm.R

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

#' Generate a time series of fractional Brownian motion.
#'
#' 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 .
#'
#' @param hurst the hurst index, with the default value 0.71
#' @param n the number of points between 0 and 1 that will be generated, with the default value 100
#' @export
#' @examples
#' fbm()
#' plot(fbm())
#' d <- fbm(hurst=0.2, n=1000)
#' plot(d)
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)
}

employee<-function(name = "Joe", salary = 5000, union = T,
                   info = data.frame(x=rep(1,10),y=rep(2,10))){
  joe<-new("employee",name = name, salary = salary,
            union = union,info = info)
  return(joe)
}