View source: R/data_simulations.R
brown_motion | R Documentation |
'brown_motion' Creates at J x N matrix, containing N independent Brownian motion sample paths in each of the columns.
brown_motion(N, J)
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). |
A J x N matrix containing Brownian motion functional data in the columns.
b <- brown_motion(250, 50)
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