# r.ou

##### Ornstein-Uhlenbeck process

Sampling of paths of the Ornstein-Uhlenbeck process.

##### Usage

```
r.ou(
n,
t = seq(0, 1, len = 201),
mu = 0,
alpha = 1,
sigma = 1,
x0 = rnorm(n, mean = mu, sd = sigma/sqrt(2 * alpha))
)
```

##### Arguments

- n
number of curves.

- t
discretization points.

- mu
mean of the process.

- alpha
strength of the drift.

- sigma
diffusion coefficient.

- x0
a number or a vector of length

`n`

giving the initial value(s) of the Ornstein-Uhlenbeck process. By default,`n`

points are sampled from the stationary distribution.

##### Value

Functional sample, an `fdata`

object of length
`n`

.

##### Examples

```
# NOT RUN {
plot(r.ou(n = 100))
plot(r.ou(n = 100, alpha = 2, sigma = 4, x0 = 1:100))
# }
```

*Documentation reproduced from package fda.usc, version 2.0.1, License: GPL-2*

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