sim2dBM: 2-dimension Brownian motion simulation

Description Usage Arguments Details Value Author(s) Examples

Description

Simulate 2-dimension Brownian motion

Usage

1
sim2dBM(n, sigma = 1)

Arguments

n

Number of points to simulate(must be larger than 1 point)

sigma

The standard deviation of the step

Details

Simulate 2-dimension Brownian motion

Value

Matrix with two columns showing the (X, Y) positions of simulated Brownina modtion

Author(s)

Ye Zheng

Examples

1
x <- sim2dBM(1000, 2)

yzheng74/brownianMotion documentation built on May 4, 2019, 8:47 p.m.