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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Simulation of Wiener Process</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for rwiener {e1071}"><tr><td>rwiener {e1071}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Simulation of Wiener Process</h2> <h3>Description</h3> <p><code>rwiener</code> returns a time series containing a simulated realization of the Wiener process on the interval [0,<code>end</code>] </p> <h3>Usage</h3> <pre> rwiener(end = 1, frequency = 1000) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>end</code></td> <td> <p>the time of the last observation.</p> </td></tr> <tr valign="top"><td><code>frequency</code></td> <td> <p>the number of observations per unit of time.</p> </td></tr> </table> <h3>Examples</h3> <pre> # simulate a Wiener process on [0,1] and plot it x <- rwiener() plot(x,type="l") </pre> <hr /><div style="text-align: center;">[Package <em>e1071</em> version 1.7-3 <a href="00Index.html">Index</a>]</div> </body></html>