Brownian Motion example works from sde R package

(Last Updated On: May 29, 2012)

Brownian Motion example works from sde R package

To do Brownian motion, I have confirmed the examples of BM() works from the sde R package:

plot(BM())
plot(BBridge())
plot(GBM())

http://cran.r-project.org/web/packages/sde/sde.pdf

 

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