animation: brownian.motion – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

brownian.motion

Demonstration of Brownian motion on the 2D plane

Brownian motion, or random walk, can be regarded as the trace of some cumulative normal random numbers.

brownian.motion(n = 10, xlim = c(-20, 20), ylim = c(-20, 20), ...)

`n`	Number of points in the scatterplot
`xlim, ylim`	Arguments passed to `plot.default` to control the apperance of the scatterplot (title, points, etc), see `points` for details.
`...`	other arguments passed to `plot.default`

The location of the next step is “current location + random Gaussian numbers”, i.e.,

x[k + 1] = x[k] + rnorm(1)

y[k + 1] = y[k] + rnorm(1)

where (x, y) stands for the location of a point.

None (invisible NULL).

The maximum number of steps in the motion is specified in ani.options('nmax').

Yihui Xie