Skip to contents

Generate a Brownian Bridge Process

generate_brownian_bridge.Rd

Generate a functional time series from an iid Brownian Bridge process. If \(W(t)\) is a Wiener process, the Brownian Bridge is defined as \(W(t) - tW(1)\). Each functional observation is discretized on the points indicated in v.

Usage

generate_brownian_bridge(N, v = 30, sd = 1)

Arguments

N

Numeric. The number of observations for the generated data.

v

Numeric (vector). Discretization points of the curves.This can be the evaluated points or the number of evenly spaced points on [0,1]. By default it is evenly spaced on [0,1] with 30 points.

sd

Numeric. Standard deviation of the Brownian Motion process. The default is 1.

Value

Functional time series (dfts) object.

Examples

bbridge <- generate_brownian_bridge(N=100, v=c(0,0.2,0.6,1,1.3), sd=2)
bbridge <- generate_brownian_bridge(N=100, v=10, sd=1)