Brownian Motion

Return a series of Brownian motion

Brown(n)

Arguments

n

a numeric number of data length.

Value

a series of Brownian motion.

Examples

bm100 <- Brown(100)
bm500 <- Brown(500)
bm1000 <- Brown(1000)
plot(bm100$time, bm100$value,type = "l",
    main="standard Brownian motion for n = 100", xlab = "Time",ylab = "Value")

plot(bm500$time, bm500$value,type = "l",
    main="standard Brownian motion for n = 500", xlab = "Time",ylab = "Value")

plot(bm1000$time, bm1000$value,type = "l",
    main="standard Brownian motion for n = 1000", xlab = "Time",ylab = "Value")