| rwiener {pvar} | R Documentation |
Random process generators
Description
Generate a trajectory of random processes.
Usage
rwiener(frequency = 1000, end = 1)
rbridge(frequency = 1000, end = 1)
rcumbin(frequency = 1000, end = 1)
Arguments
frequency |
a number specifying the size of trajectory vector. The trajectory will start at point 0
and will have |
end |
a number. The end point of the process in the 'time' scale. |
Details
rwiener generate Wiener process via partial sums process and
rbridge generate Brownian bridge via rwiener.
The original code of rwiener and rbridge was written in the package e1071.
In this package these functions was modified to
include leading zero in the beginning of the sample.
rcumbin generate partial sums process from random variables with values -1, 0, 1.
Value
A time series containing a simulated realization of random processes.
The length of time series is frequency+1, since zero is always included in the beginning of the sample.