| rwiener {e1071} | R Documentation |
Simulation of Wiener Process
Description
rwiener returns a time series containing a simulated realization
of the Wiener process on the interval [0,end]
Usage
rwiener(end = 1, frequency = 1000)
Arguments
end |
the time of the last observation. |
frequency |
the number of observations per unit of time. |
Examples
# simulate a Wiener process on [0,1] and plot it
x <- rwiener()
plot(x,type="l")
[Package e1071 version 1.7-14 Index]