Hello,
I would appreciate if someone could help me with this query. I would like to
plot a line chart of all of the points in a "for" loop. I would also like
to plot the final point with a symbol (to show where the random walk ends).
Here is the code I am using:
Brownian.fn <- function(mu, sigma, T, N){
dt <- T/N
t <- c(rep(NA, N))
B1 <- c(rep(NA, N))
B2 <- c(rep(NA, N))
t[1] <- 0
B1[1] <- 0
B2[1] <- 0
for(j in 2:N){
t[j] <- t[j-1] + dt
B1[j] <- B1[j-1] + mu*dt + sigma*sqrt(dt)*rnorm(1, mean = 0, sd = 1)
B2[j] <- B2[j-1] + mu*dt + sigma*sqrt(dt)*rnorm(1, mean = 0, sd = 1)
}
plot(y = B2, x = B1, xlim = c(-2, 2),
ylim = c(-2, 2), type ="l", lty = 1, col=10)
}
Thank you for your help.
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