rwiener: Simulation of Wiener Process

Description Usage Arguments Examples

View source: R/rwiener.R

Description

rwiener returns a time series containing a simulated realization of the Wiener process on the interval [0,end]

Usage

1
rwiener(end = 1, frequency = 1000)

Arguments

end

the time of the last observation.

frequency

the number of observations per unit of time.

Examples

1
2
3
4
# simulate a Wiener process on [0,1] and plot it

x <- rwiener()
plot(x,type="l")

e1071 documentation built on May 31, 2017, 4:17 a.m.

Search within the e1071 package
Search all R packages, documentation and source code