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.
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.”