rwiener

0th

Percentile

Simulation of Wiener Process

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

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

the time of the last observation.

frequency

the number of observations per unit of time.

Aliases
  • rwiener
Examples
# NOT RUN {
# simulate a Wiener process on [0,1] and plot it

x <- rwiener()
plot(x,type="l")
# }
Documentation reproduced from package e1071, version 1.7-3, License: GPL-2 | GPL-3

Community examples

Looks like there are no examples yet.