fbm: Generate a time series of fractional Brownian motion.
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