brown_motion {wwntests}

'brown_motion' Creates at J x N matrix, containing N independent Brownian motion sample paths in each of the columns.

Description

'brown_motion' Creates at J x N matrix, containing N independent Brownian motion sample paths in each of the columns.

Usage

brown_motion(N, J)

Arguments

N

the number of independent Brownian motion sample paths to compute.

J

the number of steps observed for each sample path (the resolution of the data).

Value

A J x N matrix containing Brownian motion functional data in the columns.

Examples

b <- brown_motion(250, 50)