---
output: github_document
---

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```{r, include = FALSE}
knitr::opts_chunk$set(
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```

# fractionalBM

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The goal of fractionalBM is to provide several different ways of simulating discrete paths of fractional Brownian Motion for different lengths of time, and different Hurst parameters. 

## Installation

This package can also be installed via github from https://github.com/732jhy/fractionalBM/ with:

```{r}
library(devtools)
install_github("732jhy/fractionalBM")
```

This package is not yet available on CRAN.

## Sample plots

This is a basic example which shows you how to generate and plot paths of fractional Brownian motion:

```{r example}
library(fractionalBM)

h02 = FBM(1000, 0.2)
h05 = FBM(1000, 0.5)
h08 = FBM(1000, 0.8)

plot(h02,type='l')
title(main='Hurst = 0.2')

plot(h05, type='l')
title(main='Hurst = 0.5')

plot(h08, type='l')
title(main="Hurst = 0.8")

```