Generate a Brownian Motion Process
generate_brownian_motion.Rd
Generate a functional time series according to an iid Brownian Motion process.
Each observation is discretized on the points indicated in v
.
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
.
Examples
bmotion <- generate_brownian_motion(
N = 100,
v = c(0, 0.25, 0.4, 0.7, 1, 1.5), sd = 1
)
bmotion1 <- generate_brownian_motion(
N = 100,
v = 10, sd = 2
)