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e1071 (version 1.3-16)

rwiener: Simulation of Wiener Process

Description

rwiener returns a time series containing a simulated realization of the Wiener process on the interval [0,end]

Usage

rwiener(end = 1, frequency = 1000)

Arguments

end
the time of the last observation.
frequency
the number of observations per unit of time.

Examples

Run this code
# simulate a Wiener process on [0,1] and plot it

x <- rwiener()
plot(x,type="l")

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