brownian.motion: Demonstration of Brownian motion on the 2D plane

Description Usage Arguments Details Value Note Author(s) See Also

View source: R/brownian.motion.R

Description

Brownian motion, or random walk, can be regarded as the trace of some cumulative normal random numbers.

Usage

1
brownian.motion(n = 10, xlim = c(-20, 20), ylim = c(-20, 20), ...)

Arguments

n

Number of points in the scatterplot

xlim, ylim

Arguments passed to plot.default to control the apperance of the scatterplot (title, points, etc), see points for details.

...

other arguments passed to plot.default

Details

The location of the next step is “current location + random Gaussian numbers”, i.e.,

x[k + 1] = x[k] + rnorm(1)

y[k + 1] = y[k] + rnorm(1)

where (x, y) stands for the location of a point.

Value

None (invisible NULL).

Note

The maximum number of steps in the motion is specified in ani.options('nmax').

Author(s)

Yihui Xie

See Also

rnorm


animation documentation built on May 29, 2017, 10:59 a.m.

Search within the animation package
Search all R packages, documentation and source code