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minor fixes
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spsanderson committed Jul 20, 2024
1 parent c498d73 commit ad843ac
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4 changes: 2 additions & 2 deletions R/gen-geom-brown-motion.R
Original file line number Diff line number Diff line change
Expand Up @@ -101,8 +101,8 @@ geometric_brownian_motion <- function(.num_walks = 25, .n = 100,
colnames(rand_matrix) <- 1:num_sims

# get GBM and convert to price paths
ret <- exp((mu - sigma * sigma / 2) * delta_time + sigma * rand_matrix * sqrt(delta_time))
ret <- apply(rbind(rep(initial_value, num_sims), ret), 2, cumprod)
res <- exp((mu - sigma * sigma / 2) * delta_time + sigma * rand_matrix * sqrt(delta_time))
res <- apply(rbind(rep(initial_value, num_sims), res), 2, cumprod)

# Return
if (return_tibble){
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2 changes: 1 addition & 1 deletion docs/index.html

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2 changes: 1 addition & 1 deletion docs/pkgdown.yml
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Expand Up @@ -3,7 +3,7 @@ pkgdown: 2.1.0
pkgdown_sha: ~
articles:
getting-started: getting-started.html
last_built: 2024-07-19T21:52Z
last_built: 2024-07-20T00:41Z
urls:
reference: https://www.spsanderson.com/RandomWalker/reference
article: https://www.spsanderson.com/RandomWalker/articles
10 changes: 5 additions & 5 deletions docs/reference/brownian_motion.html

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10 changes: 5 additions & 5 deletions docs/reference/discrete_walk.html

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27 changes: 20 additions & 7 deletions docs/reference/geometric_brownian_motion.html

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