somebm: Some functions to generate the time series of Brownian...
In somebm: some Brownian motions simulation functions
Description
This package provides some functions to generate the time
series of Brownian motions, including (regular) Brownian
motion (bm), geometric Brownian motion
(gbm), and fractional Brownian motion
(fbm). They can help users simulate the
process of one-dimension Brownian motions.
somebm documentation built on May 2, 2019, 9:30 a.m.
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.
Description
This package provides some functions to generate the time
series of Brownian motions, including (regular) Brownian
motion (bm), geometric Brownian motion
(gbm), and fractional Brownian motion
(fbm). They can help users simulate the
process of one-dimension Brownian motions.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.