rbm: Generate brownian motions

Description Usage Arguments Value See Also Examples

Description

Generate n independent Brownian motions

Usage

1
rbm(n, d = 100)

Arguments

n

number of observations to generate

d

dimension (sampling at d points)

Value

n x d matrix with independent n observations

See Also

rbb

Examples

1
2
bm = rbm(100)
plot(bm)

freqdom documentation built on May 2, 2019, 5:55 p.m.

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