a reproducible gallery of statistical graphics

We can use the **animation** package to produce animations in R.
This short article shows you how to create a Brownian motion with the `brownian.motion()`

function.

Simply speaking, a Brownian motion shows the trace of the coordinates

where $\epsilon_i$ is i.i.d from a standard Normal distribution. That is fairly easy to program in
R – it is nothing but `cumsum(rnorm(n))`

, and that is what `brownian.motion()`

does internally.

```
library(animation)
ani.options(nmax = 50) # create 50 image frames
set.seed(20121106)
brownian.motion(n = 20, pch = 21, cex = 4, col = "red", bg = "yellow",
xlim = c(-10, 10), ylim = c(-15, 15))
```

Done.