brown_motion: 'brown_motion' Creates at J x N matrix, containing N...

Description Usage Arguments Value Examples

View source: R/data_simulations.R

Description

brown_motion Creates at J x N matrix, containing N independent Brownian motion sample paths in each of the columns.

Usage

1

Arguments

N

the number of independent Brownian motion sample paths to compute.

J

the number of steps observed for each sample path (the resolution of the data).

Value

A J x N matrix containing Brownian motion functional data in the columns.

Examples

1
b <- brown_motion(250, 50)

wwntests documentation built on July 2, 2020, 2:57 a.m.