simBM: Simulate 2d Brownian motion

Description Usage Arguments Value Examples

Description

Simulate 2d Brownian motion

Usage

1
simBM(n, sigma = 1)

Arguments

n

sample size

sigma

standard deviation of steps

Value

a two column matrix with n rows

Examples

1
2
x <- simBM(1000)
plotBM(x)

kbroman/simBM documentation built on May 20, 2019, 8:14 a.m.