Dear Kjetil,
Thank you so much for your advice on my question.
Best Regards,
Wonsang
2011/2/10 Kjetil Halvorsen <kjetilbrinchmannhalvor...@gmail.com>
> What you can do to find out is to type into your R session
> RSiteSearch("multivariate fractional gaussian")
>
> That seems to give some usefull results.
>
> Kjetil
>
> On Tue, Feb 8, 2011 at 1:51 PM, Wonsang You <y...@ifn-magdeburg.de> wrote:
> >
> > Dear R Helpers,
> >
> > I have searched for any R package or code for simulating multivariate
> > fractional Brownian motion (mFBM) or multivariate fractional Gaussian
> noise
> > (mFGN) when a covariance matrix are given. Unfortunately, I could not
> find
> > such a package or code.
> > Can you suggest any solution for multivariate FBM and FGN simulation?
> Thank
> > you for your help.
> >
> > Best Regards,
> > Ryan
> >
> >
> > -----
> > Wonsang You
> > Leibniz Institute for Neurobiology
> > --
> > View this message in context:
> http://r.789695.n4.nabble.com/Simulation-of-Multivariate-Fractional-Gaussian-Noise-and-Fractional-Brownian-Motion-tp3276296p3276296.html
> > Sent from the R help mailing list archive at Nabble.com.
> >
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> >
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