brown72 {pracma} | 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)
[Package pracma version 2.4.4 Index]