Brownian Motion

The Brown72 data set represents a fractal Brownian motion with a prescribed Hurst exponent 0f 0.72 .

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

if (FALSE) { # \dontrun{
data(brown72)
plot(brown72, type = "l", col = "blue")
grid()} # }