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README.Rmd
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README.Rmd
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---
output: github_document
---
<!-- README.md is generated from README.Rmd. Please edit that file -->
```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```
# fractionalBM
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<!-- badges: end -->
The goal of fractionalBM is to provide several different ways of simulating discrete paths of fractional Brownian Motion for different lengths of time, and different Hurst parameters.
## Installation
This package can also be installed via github from https://github.com/732jhy/fractionalBM/ with:
```{r}
library(devtools)
install_github("732jhy/fractionalBM")
```
This package is not yet available on CRAN.
## Sample plots
This is a basic example which shows you how to generate and plot paths of fractional Brownian motion:
```{r example}
library(fractionalBM)
h02 = FBM(1000, 0.2)
h05 = FBM(1000, 0.5)
h08 = FBM(1000, 0.8)
plot(h02,type='l')
title(main='Hurst = 0.2')
plot(h05, type='l')
title(main='Hurst = 0.5')
plot(h08, type='l')
title(main="Hurst = 0.8")
```