## ------------------------------------------------------------------------
timeT <- 4
anonymous <- function(n){
RandomWalk::trwalkGenerator(time_to_maturity = timeT,
scale = n,
full = T)[[n * timeT + 1]]
}
rws <- lapply(1:100, anonymous)
interval <- (rws[[100]]$Mt[1] - rws[[100]]$Mt[length(rws[[100]]$Mt)]) /
(length(rws[[100]]$Mt) - 1)
## ------------------------------------------------------------------------
ggplot2::ggplot(rws[[100]], ggplot2::aes(Mt)) +
ggplot2::geom_histogram(ggplot2::aes(weight = Pr / interval), binwidth = interval) +
ggplot2::scale_x_continuous(limits = c(-7.5, 7.5)) +
ggplot2::stat_function(fun = dnorm,
color = "blue",
args = list(mean = 0,
sd = sqrt(timeT)))
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