[R] sum(rnorm(n)), calculate more efficiently
Karsten D Bjerre
kdb at kvl.dk
Wed Nov 20 16:58:38 CET 2002
I want to simulate the end point of a one-dimensional brownian motion going on for many timesteps (n very large).
Can this be done more efficiently than (effect of drift excluded):
endpoint <- sum(rnorm(n))
Thanks in advance!
Karsten
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