In atuldeshpande/simBM: Generate and plot 1-D and 2-D Brownian Motion

This document gives examples of using the simBM package to generate and plot 1-D and 2-D brownian motion.

library(simBM)

For example, to generate a one-dimensional brownian motion of length 1000, we use the command

a<-simBM(1000,1)

On the other hand, if we want to generate a two-dimensional brownian motion of length 500, we use the command

b<-simBM(500,2)

Lastly, there is an option to 'seed' the brownian motion using a third argument. For example,

b<-simBM(5000,2,1011)

generates 2-D brownian motion after setting the random number generating seed to 1011.

atuldeshpande/simBM documentation built on May 10, 2019, 2:13 p.m.