rbridge                package:e1071                R Documentation

_S_i_m_u_l_a_t_i_o_n _o_f _B_r_o_w_n_i_a_n _B_r_i_d_g_e

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

     'rwiener' returns a time series containing a simulated realization
     of the Brownian bridge on the interval [0,'end']. If W(t) is a
     Wiener process, then the Brownian bridge is defined as W(t) - t
     W(1).

_U_s_a_g_e:

     rbridge(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.

_S_e_e _A_l_s_o:

     rwiener

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

     # simulate a Brownian bridge on [0,1] and plot it

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

