somebm: some Brownian motions simulation functions

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some Brownian motions simulation functions

Author
Junwen Huang <hjwdhjwd@gmail.com>
Date of publication
2013-11-19 07:38:02
Maintainer
Junwen Huang <hjwdhjwd@gmail.com>
License
MIT + file LICENSE
Version
0.1

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Man pages

bm
Generate a time series of Brownian motion.
fbm
Generate a time series of fractional Brownian motion.
gbm
Generate a time series of geometric Brownian motion.
somebm
Some functions to generate the time series of Brownian...

Files in this package

somebm
somebm/NAMESPACE
somebm/R
somebm/R/bm.R
somebm/R/somebm-package.R
somebm/README.md
somebm/MD5
somebm/DESCRIPTION
somebm/man
somebm/man/somebm.Rd
somebm/man/fbm.Rd
somebm/man/bm.Rd
somebm/man/gbm.Rd
somebm/LICENSE