rwiener: Simulation of Wiener Process

In molnplus/DasProjekt-e1071: Misc Functions of the Department of Statistics, Probability Theory Group (Formerly: E1071), TU Wien

Description

rwiener returns a time series containing a simulated realization of the Wiener process on the interval [0,end]

Usage

rwiener(end = 1, frequency = 1000)

Arguments

end	the time of the last observation.
frequency	the number of observations per unit of time.

Examples

# simulate a Wiener process on [0,1] and plot it

x <- rwiener()
plot(x,type="l")

molnplus/DasProjekt-e1071 documentation built on May 23, 2019, 6:06 a.m.