Brownian bridge

Source: R/splat-simulate.R

Calculate a smoothed Brownian bridge between two points. A Brownian bridge is a random walk with fixed end points.

bridge(x = 0, y = 0, N = 5, n = 100, sigma.fac = 0.8)

Arguments

x

starting value.
y

end value.
N

number of steps in random walk.
n

number of points in smoothed bridge.
sigma.fac

multiplier specifying how extreme each step can be.

Value

Vector of length n following a path from x to y.