R: Simulation of Brownian Bridge

rbridge {e1071} | R Documentation

## Simulation of Brownian Bridge

### Description

`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).

### Usage

    rbridge(end = 1, frequency = 1000)

### Arguments

`end` | the time of the last observation.
`frequency` | the number of observations per unit of time.

### See Also

rwiener

### Examples

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

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

[Package e1071 version 1.7-3 Index]