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Octave-Forge - Extra packages for GNU Octave |
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Octave-Forge - Extra packages for GNU Octave |
| Home · Packages · Developers · Documentation · FAQ · Bugs · Mailing Lists · Links · Code |
Return a simulated realization of the d-dimensional Wiener Process on the interval [0, t].
If d is omitted, d = 1 is used. The first column of the return matrix contains time, the remaining columns contain the Wiener process.
The optional parameter n defines the number of summands used for simulating the process over an interval of length 1. If n is omitted, n = 1000 is used.
Package: octave