Simulate sample paths from a Brownian bridge, which is a Brownian motion
conditioned to return to 0 at time 1.
Usage
r.bridge(n, t, sigma = 1, seed = NULL)
Arguments
- n
Number of sample paths.
- t
Evaluation points (should include 0 and 1 for standard bridge).
- sigma
Volatility (default 1).
- seed
Optional random seed.
Value
An fdata object containing the simulated paths.
Examples
t <- seq(0, 1, length.out = 100)
bb_data <- r.bridge(n = 20, t = t)
plot(bb_data)
