gbm: Simulates geometric brownian motion

In reptalex/WrightFisher:

Description

Simulates geometric brownian motion

Usage

gbm(nspecies, mu = 1, sigma = 1, Tmax = 1, X0 = NULL, nsamples = 1000,
  dt = NULL)

Arguments

nspecies	number of companies to simulate
mu	Number or vector of length nspecies for the drift
sigma	Number of vector of length nspecies for the volatility
Tmax	End of time-window for simulation
X0	initial abundances
nsamples	Number of samples to collect between [0,Tmax]
dt	size of timesteps - an alternative to nsamples for specifying numerical integration. If input, the output will be of length Tmax/dt

Examples

library(WrightFisher)
library(plotrix)

x <- gbm(10)
par(mfrow=c(1,2))
stackpoly(x$Market,stack=T,main='Market Dynamics')
stackpoly(x$Shares,stack=T,main='Market Share Dynamics')

reptalex/WrightFisher documentation built on May 27, 2019, 5:54 a.m.