somebm v0.1

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some Brownian motions simulation functions

some Brownian motions simulation functions

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Some functions to generate the time series of Brownian motions.

Functions in somebm

Name Description
bm Generate a time series of Brownian motion.
somebm Some functions to generate the time series of Brownian motions.
fbm Generate a time series of fractional Brownian motion.
gbm Generate a time series of geometric Brownian motion.
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License MIT + file LICENSE
LazyData true
Collate 'bm.R' 'somebm-package.R'
Packaged 2013-11-19 02:30:15 UTC; fy
NeedsCompilation no
Repository CRAN
Date/Publication 2013-11-19 07:38:02

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