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Some functions to generate the time series of Brownian motions.

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Version

Install

install.packages('somebm')

Monthly Downloads

12

Version

0.1

License

MIT + file LICENSE

Maintainer

Junwen Huang

Last Published

November 19th, 2013

Functions in somebm (0.1)

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.