Description Usage Arguments Details Value Author(s) Examples
Simulate 2-dimension Brownian motion
1 |
n |
Number of points to simulate(must be larger than 1 point) |
sigma |
The standard deviation of the step |
Simulate 2-dimension Brownian motion
Matrix with two columns showing the (X, Y) positions of simulated Brownina modtion
Ye Zheng
1 | x <- sim2dBM(1000, 2)
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