fChange (version 2.1.0)

generate_brownian_motion: Generate a Brownian Motion Process

Description

Generate a functional time series according to an iid Brownian Motion process. Each observation is discretized on the points indicated in v.

Usage

generate_brownian_motion(N, v = 30, sd = 1)

Value

Functional time series (dfts) object.

Arguments

N

Numeric. The number of observations for the generated data.

v

Numeric (vector). Discretization points of the curves.This can be the evaluated points or the number of evenly spaced points on [0,1]. By default it is evenly spaced on [0,1] with 30 points.

sd

Numeric. Standard deviation of the Brownian Motion process. The default is 1.

Examples

bmotion <- generate_brownian_motion(
  N = 100,
  v = c(0, 0.25, 0.4, 0.7, 1, 1.5), sd = 1
)
bmotion1 <- generate_brownian_motion(
  N = 100,
  v = 10, sd = 2
)