Wiener {fdapace} | R Documentation |
Simulate a standard Wiener processes (Brownian motions)
Description
Simulate n
standard Wiener processes on [0, 1], possibly
sparsifying the results.
Usage
Wiener(n = 1, pts = seq(0, 1, length = 50), sparsify = NULL, K = 50)
Arguments
n |
Sample size. |
pts |
A vector of points in [0, 1] specifying the support of the processes. |
sparsify |
A vector of integers. The number of observations per curve will be uniform distribution on sparsify. |
K |
The number of components. |
Details
The algorithm is based on the Karhunen-Loève expansion of the Wiener process
Value
If sparsify
is not specified, a matrix with n
rows corresponding to the samples are returned. Otherwise the sparsified sample is returned.
See Also
Sparsify
[Package fdapace version 0.6.0 Index]