R/S

SAMPLE RUN ONE (FGN, H=0.7, Median)

#Denotes comments added after the session.

#In S-Plus:

> X11()   #Enable  graphics window.
> source("plotpeng.S")	  # Read in the program.
> z <- scan(file="data")  # Read in file called data and assign to vector z.
> h1 <- plotpeng(z)	  # Do default Variance of Residuals (Median)
			  # (Series length 10000) and
			  # assign result to h1, and get the first figure.

>  H =  0.695510972247204 # Estimated H.
> h1	
 [1]  0.695511		  # Estimated H.

Graphical output.

SAMPLE RUN TWO (FGN with H=0.7, Average )

 > h2 <- plotpeng.av(z)	  # Use the (Average) Variance of Residuals.
> H =  0.68647812824845   # Estimated H.
> h2	
 [1]  0.6864781		  # Estimated H.
>q()		# Quit.

Graphical output.