

rwiener(e1071)                               R Documentation

_S_i_m_u_l_a_t_i_o_n _o_f _W_i_e_n_e_r _P_r_o_c_e_s_s

_D_e_s_c_r_i_p_t_i_o_n_:

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

_U_s_a_g_e_:

     rwiener(end = 1, frequency = 1000)

_A_r_g_u_m_e_n_t_s_:

     end: the time of the last observation.

frequency: the number of observations per unit of time.

_E_x_a_m_p_l_e_s_:

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

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

