Brownian Motion
The Brown72 data set represents a fractal Brownian motion with a prescribed Hurst exponent 0f 0.72 .
data(brown72)
The format is: one column.
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.
## Not run: data(brown72) plot(brown72, type = "l", col = "blue") grid() ## End(Not run)
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