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