pracma (version 1.9.9)

brown72: 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.

Source

http://www.bearcave.com/misl/misl_tech/wavelets/hurst/

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)