rwiener: Simulation of Wiener Process
In e1071: Misc Functions of the Department of Statistics, Probability Theory Group (Formerly: E1071), TU Wien
rwiener R Documentation
Simulation of Wiener Process
Description
rwiener returns a time series containing a simulated realization
of the Wiener process on the interval [0,end]
Usage
rwiener(end = 1, frequency = 1000)
Arguments
end
the time of the last observation.
frequency
the number of observations per unit of time.
Examples
# simulate a Wiener process on [0,1] and plot it
x <- rwiener()
plot(x,type="l")
e1071 documentation built on Sept. 17, 2024, 1:06 a.m.
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| rwiener | R Documentation |
Simulation of Wiener Process
Description
rwiener returns a time series containing a simulated realization
of the Wiener process on the interval [0,end]
Usage
rwiener(end = 1, frequency = 1000)
Arguments
end |
the time of the last observation. |
frequency |
the number of observations per unit of time. |
Examples
# simulate a Wiener process on [0,1] and plot it
x <- rwiener()
plot(x,type="l")
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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