Multivariate fBM?

[hanskersting]

Hi!

Is there already an implementation of the multidimensional version of the fBM, as e.g. introduced in https://arxiv.org/abs/1007.0828 ?

Best,
Hans

[crflynn]

There is another request here for multidimensional implementations in general: #16.
I'd be happy to support the feature if anyone is inclined to contribute but my focus is on other projects at the moment.