

   SSiimmuullaattiioonn ooff BBrroowwnniiaann BBrriiddggee

        rbridge(end = 1, frequency = 1000)

   AArrgguummeennttss::

        end: the time of the last observation.

   frequency: the number of observations per unit of time.

   DDeessccrriippttiioonn::

        `rwiener' returns a time series containing a simulated
        realization of the Brownian bridge on the interval
        [0,`end']. If W(t) is a Wiener process, then the Brown-
        ian bridge is defined as W(t) - t W(1).

   SSeeee AAllssoo::

        rwiener

   EExxaammpplleess::

        # simulate a Brownian bridge on [0,1] and plot it

        x <- rbridge()
        plot(x,type="l")

