G05XAF | Initializes the Brownian bridge generator |
G05XBF | Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm |
G05XCF | Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm |
G05XDF | Backs out the increments from sample paths generated by a Brownian bridge algorithm |
G05XEF | Creates a Brownian bridge construction order out of a set of input times |
M1a: | Discrete | (1 routine) |
M1b: | Continuous (Markov models) | (0 routines) |