rGbmSingle: Simulate a single stock price series
In RMOPI: Risk Management and Optimization for Portfolio Investment
rGbmSingle R Documentation
Simulate a single stock price series
Description
Simulate an univariate series following Geometric Brownian Motion (GBM).
Usage
rGbmSingle(len, start = 100, mu = 0.01, sigma = 0.02)
Arguments
len
the length
start
the start position
mu
the mu parameter of GBM
sigma
the sigma parameter of GBM
Value
a simulated univariate GBM series
Examples
rGbmSingle(100)
RMOPI documentation built on Aug. 22, 2022, 5:07 p.m.
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| rGbmSingle | R Documentation |
Simulate a single stock price series
Description
Simulate an univariate series following Geometric Brownian Motion (GBM).
Usage
rGbmSingle(len, start = 100, mu = 0.01, sigma = 0.02)
Arguments
len |
the length |
start |
the start position |
mu |
the |
sigma |
the |
Value
a simulated univariate GBM series
Examples
rGbmSingle(100)
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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