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fractalrock (version 1.0.0)
Generate fractal time series with non-normal returns
distribution
Description
The basic principle driving fractal generation of time
series is that data is generated iteratively based on
increasing levels of resolution. The initial series is defined
by a so-called initiator pattern and then generators are used
to replace each segment of the initial pattern. Regular,
repeatable patterns can be produced by using the same seed and
generators. By using a set of generators, non-repeatable time
series can be produced. This technique is the basis of the
fractal time series process in this package.