Dear R users, I am looking for a package in R that will simulate binary time series given some known value for the Hurst exponent. I see that the package FGN allows for simulation of fGn, but it does not seem that parameters other than sequence length and H can be manipulated. What I want to do is simulate sequences of varying length, probability of the binomial distribution (say from 25-75 % successes), and H.
I would very much appreciate any advice on this matter. Thank you, Andrew Andrew MacIntosh Kyoto University ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
