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fractalRegression (version 1.2)

fgn_sim: Simulate fractional Gaussian Noise.

Description

Simulate fractional Gaussian Noise.

Usage

fgn_sim(n = 1000, H = 0.7)

Value

A numeric vector of length n.

Arguments

n

integer indicating length of desired series

H

Hurst exponent ranges between 0 and 1