Nothing

```
# References
# http://en.wikipedia.org/wiki/Uhlenbeck-Ornstein_process
ou.process <- function(theta, mu=0, sigma=1, initial=mu,
end=Sys.Date(), start=NULL, obs=NULL)
{
dates <- getTradingDates(end, start, obs)
if (is.null(obs)) obs <- length(dates)
ts <- 1:obs
series <- initial * exp(-theta *ts) + mu * (1 - exp(-theta * ts))
noise <- rnorm(obs, sd=sqrt(sigma^2 / (2*theta) * (1-exp(-2*theta*ts)) ) )
xts(series + noise, order.by=dates)
}
# TODO: Add common interfaces for these processes
```

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