freqdom (version 1.0.4)

rbb: Generate brownian bridges

Description

Generate independent Brownian bridges. If BM is specified then bridges are constructed from a given Brownian Motion BM $$Y_t(u) = BM_t(u) - u BM_t(1)$$ for each \(t\) and \(u \in [0,1]\). Otherwise n Brownian bridges are generated indipendently.

Usage

rbb(n = NULL, d = 100, BM = NULL)

Arguments

n

number of observations to generate

d

dimension (sampling at d points)

BM

brownian motion to use

Value

n x d matrix with independent n observations

See Also

rbm

Examples

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