sim_BM: Simulate Brownian motion
In TheoMichelot/utilTM: My Utility Functions
sim_BM R Documentation
Simulate Brownian motion
Description
Simulate Brownian motion
Usage
sim_BM(times, mu = 0, sigma = 1, z0 = 0)
Arguments
times
Times of observation
mu
Drift
sigma
Diffusion
z0
Initial value for simulation (defaults to 0)
Value
Data frame with columns z (simulated process) and time
TheoMichelot/utilTM documentation built on April 14, 2025, 12:52 p.m.
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| sim_BM | R Documentation |
Simulate Brownian motion
Description
Simulate Brownian motion
Usage
sim_BM(times, mu = 0, sigma = 1, z0 = 0)
Arguments
times |
Times of observation |
mu |
Drift |
sigma |
Diffusion |
z0 |
Initial value for simulation (defaults to 0) |
Value
Data frame with columns z (simulated process) and time
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.
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