R package for simulating paths of Fractional Brownian Motion and samples of Fractional Gaussian Noise.
-
Updated
Sep 9, 2020 - R
R package for simulating paths of Fractional Brownian Motion and samples of Fractional Gaussian Noise.
Add a description, image, and links to the fractional-gaussian-noise topic page so that developers can more easily learn about it.
To associate your repository with the fractional-gaussian-noise topic, visit your repo's landing page and select "manage topics."