Infinite* colours

In this module, we are going to control the colour of RGB LEDs with the Arduino. 

via GIPHY

At first glance, RGB (Red, Green, Blue) LEDs look just like regular LEDs, however, inside the usual LED package, there are actually three LEDs, one red, one green and one blue. By controlling the brightness of each of the individual LEDs we can mix pretty much any colour.

However, the Arduino is only capable of outputing digital signals; either 5V or 0V. So, how are we going to output the analog value of brightness?