genBM: Generate Brownian Motion

Description Usage Arguments Value Author(s) Examples

Description

This function generates 1-D and 2-D Brownian motion

Usage

1
genBM(vector_size, dim, seed)

Arguments

vector_size

a positive integer value for the number of brownian motion points

dim

in 1,2 for the dimension of Brownian Motion

seed

an integer value to seed the brownian motion

Value

a numeric vector of stages of Brownian motion dimensions vector_size x dim

Author(s)

Atul Deshpande

Examples

1
2
genBM(3,1,1)
genBM(300,2)

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