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Some functions to generate the time series of Brownian motions.
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Version
0.1
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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)
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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.