Simulation of Wiener Process
rwiener returns a time series containing a simulated realization
of the Wiener process on the interval [0,end]
rwiener(end = 1, frequency = 1000)
end |
the time of the last observation. |
frequency |
the number of observations per unit of time. |
# simulate a Wiener process on [0,1] and plot it x <- rwiener() plot(x,type="l")
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