rwiener | R Documentation |
Generate a trajectory of random processes.
rwiener(frequency = 1000, end = 1) rbridge(frequency = 1000, end = 1) rcumbin(frequency = 1000, end = 1)
frequency |
a number specifying the size of trajectory vector. The trajectory will start at point 0
and will have |
end |
a number. The end point of the process in the 'time' scale. |
rwiener
generate Wiener process via partial sums process and
rbridge
generate Brownian bridge via rwiener
.
The original code of rwiener
and rbridge
was written in the package e1071
.
In this package these functions was modified to
include leading zero in the beginning of the sample.
rcumbin
generate partial sums process from random variables with values -1, 0, 1
.
A time series containing a simulated realization of random processes.
The length of time series is frequency+1
, since zero is always included in the beginning of the sample.
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