fractalrock (1.1.0)

Generate fractal time series with non-normal returns distribution.

The basic principle driving fractal generation of time series is that data is generated iteratively based on increasing levels of resolution. The initial series is defined by a so-called initiator pattern and then generators are used to replace each segment of the initial pattern. Regular, repeatable patterns can be produced by using the same seed and generators. By using a set of generators, non-repeatable time series can be produced. This technique is the basis of the fractal time series process in this package.

Maintainer: Brian Lee Yung Rowe
Author(s): Brian Lee Yung Rowe

License: GPL-3

Uses: futile.any, futile.logger, quantmod, timeDate

Released over 4 years ago.