分数阶布朗运动的程序：

H=0.7

delta=sqrt(1.7)

mu=0

arr1=zeros(1,1025)

arr1(1025)=normrnd(mu,delta)

n1=length(arr1)-1

num1=[24 8 16 32 64 128 256 512 1024]

for i1=1:length(num1)

sigma= sqrt (1/[2^(2*H*i1)]* delta^2*(1-2^(2*H-2)))

mu=0

num2=1:2:num1(i1)

fori=1:length(num2)

arr1(num2(i)/num1(i1)*n1+1)=1/2*[arr1((num2(i)-1)/num1(i1)*n1+1)+arr1((num2(i)+1)/num1(i1)*n1+1)]+normrnd(mu,sigma)

end

end

R/S程序

xa1=arr1

tao=50:50:length(xa1)

for k=1:length(tao)

for i=1:tao(k)

mxa2(i)=sum(xa1(1:i)-mean(xa1(1:tao(k))));

end

rtao1(k)=max(mxa2)-min(mxa2);

stao1(k)= sqrt(sum((xa1(1:tao(k))-mean(xa1(1:tao(k)))).^2)/tao(k));

end

plot(log(tao),log(rtao1./stao1))

polyfit(log(tao),log(rtao1./stao1),1)

polyfit(log(tao),log(rtao1),1)

tao2= log(tao)

rtao2=log(rtao1./stao1)

polyfit(tao2(1:8), rtao2(1:8),1)

用R/S程序拟合不出分数阶布朗运动程序中生成给的H值，哪位帮忙看一下，感激不尽。