ebpsimulate

Generates a Self Similar process using an Embedded Branching Process

Syntax

EBP = ebpsimulate(N,H)
EBP = ebpsimulate(...,'Propertyname',Propertyvalue)

Description

EBP = ebpsimulate(N,H) Generates the self similar process, EBP, using a sample size, N, a Hurst parameter, H. The parameter N is a positive integer and H is a real in (0,1).

EBP = ebpsimulate(...,'Propertyname',Propertyvalue) Generates the self similar process, EBP, applying the specified property settings. The property setting can be choosen from the list below :

Examples

References

[1] Owen Dafydd Jones "Fast, efficient on-line simulation of self-similar processes; Corrected version",(2004).