brownian: Generate a trajectory of brownian motion
In sbfnk/dynmod: Dynamic models
Description
Usage
Arguments
Value
Author(s)
Description
Generate a trajectory of brownian motion, given an initial value,
as well as drift and scale parameters
Usage
1
brownian(parameters, n)
Arguments
parameters
A named vector or list that includes the initial
value ("init"), drift ("drift") and scale ("scale") as named
parameters
n
Number of steps to compute
Value
Brownian trajectory
Author(s)
Sebastian Funk
sbfnk/dynmod documentation built on May 29, 2019, 3:21 p.m.
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Description Usage Arguments Value Author(s)
Description
Generate a trajectory of brownian motion, given an initial value, as well as drift and scale parameters
Usage
1 | brownian(parameters, n)
|
Arguments
parameters |
A named vector or list that includes the initial value ("init"), drift ("drift") and scale ("scale") as named parameters |
n |
Number of steps to compute |
Value
Brownian trajectory
Author(s)
Sebastian Funk
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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