Pgbrown:
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Classes | Streams-Patterns-Events > Patterns > Random

Pgbrown : Pbrown : Pattern : AbstractFunction : Object

geometric brownian motion pattern
Source: Patterns.sc

Description

Returns a stream that behaves like a geometric brownian motion.

Class Methods

Pgbrown.new(lo: 0.0, hi: 1.0, step: 0.125, length: inf)

From superclass: Pbrown

Arguments:

lo

lower boundary of values.

hi

upper boundary of values.

step

maximum multiplication factor per step (omega) - the distribution is xrand2.

length

number of values produced.

Inherited class methods

Instance Methods

Inherited instance methods

Undocumented instance methods

.calcNext(cur, step)

Examples