rbridge {e1071} | R Documentation |

## Simulation of Brownian Bridge

### Description

`rwiener`

returns a time series containing a simulated realization
of the Brownian bridge on the interval [0,`end`

]. If W(t) is a
Wiener process, then the Brownian bridge is defined as W(t) - t W(1).

### Usage

rbridge(end = 1, frequency = 1000)

### Arguments

`end` |
the time of the last observation. |

`frequency` |
the number of observations per unit of time. |

### See Also

rwiener

### Examples

# simulate a Brownian bridge on [0,1] and plot it
x <- rbridge()
plot(x,type="l")

[Package

*e1071* version 1.5-2

Index]