TITLE(rbridge @@ Simulation of Brownian bridge)
USAGE(
rbridge(end = 1, frequency = 1000)
)
ARGUMENTS(
ARG(end @@ the time of the last observation.)
ARG(frequency @@ the number of observations per unit of time.)
)
DESCRIPTION(
LANG(rwiener) returns a time series containing a simulated realization
of the Brownian bridge on the interval [0,LANG(end)]. If W(t) is a
Wiener process, then the Brownian bridge is defined as W(t) - t W(1).
)
SEEALSO(
rwiener
)
EXAMPLES(
# simulate a Brownian bridge on [0,1] and plot it

x <- rbridge()
plot(x,type="l")
)
