freqdom (version 1.0.4)

rbm: Generate brownian motions

Description

Generate \(n\) independent Brownian motions

Usage

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

# NOT RUN {
bm = rbm(100)
plot(bm)
# }