Generate fractal time series with non-normal returns distribution


[Up] [Top]

Documentation for package ‘fractalrock’ version 1.0.1

Help Pages

fractalrock-package A package for generating time series data using fractals
fractal Create time series based on fractal generators
fractal.random Create time series based on fractal generators
fractal.uniform Create time series based on fractal generators
fractalrock A package for generating time series data using fractals
getPortfolioPrices Generate portfolio prices using the fractal process
getTradingDates Generate portfolio prices using the fractal process
next.seeds Create time series based on fractal generators
ou.process Generate a time series based on stochastic processes
plotReturns Plot asset prices and returns for fractal analysis
sampleGenerators Sample patterns for fractal generation of time series
sampleInitiators Sample seed for fractal generation of time series