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. [[alternative HTML version deleted]] ______________________________________________ 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.
