Description Usage Arguments Value
Calculate a smoothed Brownian bridge between two points. A Brownian bridge is a random walk with fixed end points.
1 | bridge(x = 0, y = 0, N = 5, n = 100, sigma.fac = 0.8)
|
x |
starting value. |
y |
end value. |
N |
number of steps in random walk. |
n |
number of points in smoothed bridge. |
sigma.fac |
multiplier specifying how extreme each step can be. |
Vector of length n following a path from x to y.
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