Fractional Brownian Motion using fft method appears to silently assume a time index on [0,1] #10
Description
Hi all,
Great package, thanks very much. I just wanted to note that the FBM with method=:fft algorithm appears to silently assume that the time index is evenly spaced on the [0,1] interval, even when it isn't. Simple fix would be to just add an error at the start of the relevant algorithm if grid isn't evenly spaced and ending at 1.0. Unless I've totally misunderstood how that algorithm works of course... :-)
Cheers,
Colin