I was trying to generate fractional Brownian motion in R using fbm of the package somebm. However, in this package, I can not define the time interval on which the data will be generated. So, is there a way to generate fBm in R on a user given time interval?


closed as off-topic by kjetil b halvorsen, Michael Chernick, user158565, jpmuc, mkt Feb 7 at 9:49

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