brown72: Brownian Motion
In pracma: Practical Numerical Math Functions
brown72 R Documentation
Brownian Motion
Description
The Brown72 data set represents a fractal Brownian motion with
a prescribed Hurst exponent 0f 0.72 .
Usage
data(brown72)
Format
The format is: one column.
Details
Estimating the Hurst exponent for a data set provides a measure of whether
the data is a pure random walk or has underlying trends. Brownian walks can
be generated from a defined Hurst exponent.
Examples
## Not run:
data(brown72)
plot(brown72, type = "l", col = "blue")
grid()
## End(Not run)
pracma documentation built on March 19, 2024, 3:05 a.m.
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| brown72 | R Documentation |
Brownian Motion
Description
The Brown72 data set represents a fractal Brownian motion with a prescribed Hurst exponent 0f 0.72 .
Usage
data(brown72)
Format
The format is: one column.
Details
Estimating the Hurst exponent for a data set provides a measure of whether the data is a pure random walk or has underlying trends. Brownian walks can be generated from a defined Hurst exponent.
Examples
## Not run:
data(brown72)
plot(brown72, type = "l", col = "blue")
grid()
## End(Not run)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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