# rbridge

0th

Percentile

##### Simulation of Brownian Bridge

rwiener returns a time series containing a simulated realization of the Brownian bridge on the interval [0,end]. If W(t) is a Wiener process, then the Brownian bridge is defined as W(t) - t W(1).

Keywords
distribution
##### Usage
rbridge(end = 1, frequency = 1000)
##### Arguments
end

the time of the last observation.

frequency

the number of observations per unit of time.

rwiener

• rbridge
##### Examples
# NOT RUN {
# simulate a Brownian bridge on [0,1] and plot it

x <- rbridge()
plot(x,type="l")
# }

Documentation reproduced from package e1071, version 1.7-3, License: GPL-2 | GPL-3

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