R: Simulation of Wiener Process

rwiener {e1071} | R Documentation

## Simulation of Wiener Process

### Description

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

### Usage

    rwiener(end = 1, frequency = 1000)

### Arguments

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

### Examples

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

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

[Package e1071 version 1.7-6 Index]