state_simul: State simulation by Geometric Brownian Motion
In veldanie/SuraInvestmentAnalytics: Investment Analytics
state_simul R Documentation
State simulation by Geometric Brownian Motion
Description
Takes some initial state and simulates trajectories.
Usage
state_simul(s0, times, mu, sigma, M)
Arguments
s0
Initial state.
times
Future times in years to simulate.
mu
Drift.
sigma
Volatility.
M
Number of trajectories.
Value
Simulated trajectories.
veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 p.m.
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| state_simul | R Documentation |
State simulation by Geometric Brownian Motion
Description
Takes some initial state and simulates trajectories.
Usage
state_simul(s0, times, mu, sigma, M)
Arguments
s0 |
Initial state. |
times |
Future times in years to simulate. |
mu |
Drift. |
sigma |
Volatility. |
M |
Number of trajectories. |
Value
Simulated trajectories.
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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