generate_brownian_motion {fChange} | R Documentation |
Generate a Brownian Motion Process
Description
Generate a functional time series according to an iid Brownian Motion process.
Each observation is discretized on the points indicated in v
.
Usage
generate_brownian_motion(N, v = 30, sd = 1)
Arguments
N |
Numeric. The number of observations for the generated data. |
v |
Numeric (vector). Discretization points of the curves.This can be the evaluated points or the number of evenly spaced points on [0,1]. By default it is evenly spaced on [0,1] with 30 points. |
sd |
Numeric. Standard deviation of the Brownian Motion process.
The default is |
Value
Functional time series (dfts) object.
Examples
bmotion <- generate_brownian_motion(
N = 100,
v = c(0, 0.25, 0.4, 0.7, 1, 1.5), sd = 1
)
bmotion1 <- generate_brownian_motion(
N = 100,
v = 10, sd = 2
)
[Package fChange version 2.1.0 Index]