generate_brownian_bridge: Generate a Brownian Bridge Process

In fChange: Functional Change Point Detection and Analysis

Generate a Brownian Bridge Process

Description

Generate a functional time series from an iid Brownian Bridge process. If W(t) is a Wiener process, the Brownian Bridge is defined as W(t) - tW(1). Each functional observation is discretized on the points indicated in v.

Usage

generate_brownian_bridge(N, v = 30, sd = 1)

Arguments

N	Numeric. The number of observations for the generated data.
v	Numeric (vector). Discretization points of the curves.This can be the evaluated points or the number of evenly spaced points on [0,1]. By default it is evenly spaced on [0,1] with 30 points.
sd	Numeric. Standard deviation of the Brownian Motion process. The default is 1.

Value

Functional time series (dfts) object.

Examples

bbridge <- generate_brownian_bridge(N = 100, v = c(0, 0.2, 0.6, 1, 1.3), sd = 2)
bbridge <- generate_brownian_bridge(N = 100, v = 10, sd = 1)

fChange documentation built on June 21, 2025, 9:08 a.m.