SimBM: Simulation of multidimensional Brownian motion
In GenOU: Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes
SimBM R Documentation
Simulation of multidimensional Brownian motion
Description
This function is used to simulate multidimensional Brownian motion at points 0,1/n, ..., 1.
Usage
SimBM(n, d)
Arguments
n
Number of simulated
d
Dimension of BM
Value
W
Brownian motion
Examples
W = SimBM(100,4)
GenOU documentation built on Aug. 28, 2025, 9:09 a.m.
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| SimBM | R Documentation |
Simulation of multidimensional Brownian motion
Description
This function is used to simulate multidimensional Brownian motion at points 0,1/n, ..., 1.
Usage
SimBM(n, d)
Arguments
n |
Number of simulated |
d |
Dimension of BM |
Value
W |
Brownian motion |
Examples
W = SimBM(100,4)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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