Nothing
# ex2.04.R
BM.1 <- function(N=10000){ # brutal code
W <- NULL
for(i in 2:(N+1))
W <- c(W, rnorm(1) / sqrt(N))
}
BM.2 <- function(N=10000){ # smarter
W <- numeric(N+1)
Z <- rnorm(N)
for(i in 2:(N+1))
W[i] <- W[i-1] + Z[i-1] / sqrt(N)
}
BM.vec <- function(N=10000) # awesome !
W <- c(0,cumsum(rnorm(N)/sqrt(N)))
set.seed(123)
system.time(BM.1())
set.seed(123)
system.time(BM.2())
set.seed(123)
system.time(BM.vec())
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