Description Usage Arguments Examples
Generate a random walk with drift 1/n.
1 | DGP(n, niter)
|
n |
sample size. Number of rows in the generated matrix. |
niter |
number of columns in the generated matrix. |
1 | DGP(n = 100, niter = 10)
|
[,1] [,2] [,3] [,4] [,5] [,6]
[1,] 0.5364481 -0.5579209 1.546571012 0.2491769 -0.5285448 1.1356978
[2,] -0.2483963 -0.5946639 -0.611098669 -0.2431517 -0.7788361 1.3503857
[3,] 1.1893592 -0.7416445 -0.002650518 -1.9370283 -1.4134374 1.3445160
[4,] -0.2674605 0.8705979 0.050461842 -1.4032560 -0.1881844 1.5397120
[5,] -0.4941439 1.6492516 1.355489033 0.1709161 1.6038182 1.6579432
[6,] -0.6774818 0.8876222 2.071791968 -2.2853367 1.5497808 2.3419359
[7,] -1.5172366 0.2669402 2.427337044 -2.4241575 2.1842619 1.3999688
[8,] -1.4487711 -0.5533404 2.357440390 -0.3033205 1.2556667 0.9114955
[9,] -2.2564414 -1.1344531 2.822247938 -0.6395158 -0.5670167 0.2679768
[10,] -4.2967492 -0.1433677 4.108500307 0.3526668 -1.4585024 0.1518977
[11,] -4.4505049 -0.7949729 5.383337953 0.7540982 -2.3994045 -0.4759688
[12,] -3.7319828 -1.5573906 5.662591484 0.2541041 -3.2247078 -0.1284014
[13,] -3.9899634 -3.5658641 5.552047390 -0.7855423 -2.6686099 -0.1477304
[14,] -5.4438851 -4.0894495 6.357318741 -0.7295352 -1.0460740 1.0909977
[15,] -4.6894493 -3.6447212 5.853291097 -1.7283633 -1.6891886 2.6862785
[16,] -6.0898395 -4.4058885 5.456697629 -2.3746130 -1.7158353 2.3819057
[17,] -5.6127719 -5.1498294 6.686416608 -2.2705951 -1.8164680 3.3676584
[18,] -5.7220920 -5.4391872 6.780127979 -2.2426708 -0.5644626 4.1197481
[19,] -5.2448530 -3.7652207 7.380030130 -3.8361953 -1.2468862 6.3552057
[20,] -4.7367174 -4.9995506 6.872610845 -3.3431192 -2.4023288 4.8678661
[21,] -3.8317802 -5.7726850 7.652074332 -3.5575420 -3.4484221 5.9839392
[22,] -3.5426282 -5.5178544 8.464044073 -3.9849399 -2.7149370 5.4656326
[23,] -2.5247625 -5.6517416 7.777183929 -2.6471714 -2.3447095 6.8516412
[24,] -4.5878690 -7.2503730 8.965037107 -3.1056493 -2.0784883 5.9592228
[25,] -3.3880156 -6.2887930 9.560882365 -4.4356070 -1.3156004 5.7814434
[26,] -4.1023898 -8.0979247 9.103988482 -2.7601743 -2.2982247 4.9210966
[27,] -3.9244061 -6.3042530 9.499638119 -2.2112244 -0.8018984 5.1736633
[28,] -2.9940709 -4.4071136 8.975032534 -1.2018396 -1.5185521 6.4019935
[29,] -4.6556757 -2.9063949 10.041700936 -0.8503503 -1.4119018 5.4317626
[30,] -4.1972066 -3.2769944 9.845607666 -1.8989776 -1.1870377 6.0013546
[31,] -3.7047478 -4.1763694 10.462619902 -1.9305769 -0.6585622 6.7317581
[32,] -2.9365340 -4.5044635 9.924556044 -3.2134046 -0.9448651 4.9651202
[33,] -5.2458614 -5.9063470 7.834579718 -4.0972686 -1.2868660 5.1991762
[34,] -5.6953662 -5.6788041 8.095392482 -3.5453594 -1.1431463 4.0691916
[35,] -6.7907499 -4.9986780 8.050447201 -2.5657234 -1.3600094 5.4560910
[36,] -6.3778216 -5.2765373 7.400719393 -2.8007123 -0.4869326 7.2461996
[37,] -5.7988867 -4.7972338 5.954862014 -1.9305322 1.1272796 7.5502558
[38,] -6.4949699 -5.2573053 5.988591440 -2.5963762 0.6914439 6.6286115
[39,] -6.7750606 -5.4865712 6.546499531 -3.0864199 -0.4881276 7.2742272
[40,] -8.2489386 -5.9240337 5.747598136 -1.2443870 -0.2315061 6.4484026
[41,] -9.3891939 -6.5328633 5.518574890 -1.5636592 -0.9829971 5.4385053
[42,] -9.6536651 -6.2699003 5.175456158 -1.2923514 -1.3669788 5.6099745
[43,] -9.0657641 -7.0132685 6.005055365 -2.3945119 -3.0852417 6.2503005
[44,] -10.4526667 -6.2709916 5.669775751 -1.3223014 -2.8123020 6.2308004
[45,] -9.6936090 -6.6635783 4.496891295 -1.1073012 -4.4178918 6.2531101
[46,] -10.7347957 -9.4765784 3.475570207 -3.1216289 -4.5251614 5.9715680
[47,] -10.5594148 -9.0036046 3.410480892 -1.8842541 -4.1892334 7.6871249
[48,] -9.4196057 -6.8607349 4.249066367 -0.6789100 -6.0801679 6.2289451
[49,] -8.2358833 -7.1212216 3.223081712 0.1036055 -6.5399730 6.4737992
[50,] -8.6537465 -6.8626962 3.085925602 -1.2959325 -6.4061274 5.9747231
[51,] -8.9035486 -6.8145798 2.814471726 -1.7183625 -7.5231672 3.8684876
[52,] -10.3047216 -6.4105108 1.450786056 -2.1506506 -7.9149665 4.4424239
[53,] -10.9360792 -7.9045960 3.019236198 -0.7916583 -7.8998127 6.2414577
[54,] -10.8136217 -9.4814868 2.454291162 -1.8562899 -7.2172711 6.3046560
[55,] -10.3810174 -10.3986049 4.651626402 -2.1813723 -8.6536319 7.2275487
[56,] -9.9841821 -9.6124078 5.455918025 -1.4205399 -9.7872519 7.0910391
[57,] -10.6619804 -10.3830923 5.668478286 0.5866667 -10.0780769 6.9248404
[58,] -10.5030779 -11.6516593 5.656428201 2.3885745 -11.4569912 5.8793036
[59,] -10.5507277 -11.6430874 5.970959088 1.1655982 -13.4744709 7.1283726
[60,] -10.6155510 -13.4840655 4.871709847 -2.0016116 -12.9592550 8.2661990
[61,] -9.0956536 -13.0225602 5.647182945 -3.0764533 -12.1777554 7.5906862
[62,] -7.4657166 -13.4455073 5.635156515 -3.0056898 -13.7806383 9.3547416
[63,] -6.3025584 -12.7219044 4.741158293 -3.1774560 -12.6282172 9.6506605
[64,] -6.3701620 -11.7512089 5.151160029 -2.8261450 -10.5199239 9.5644218
[65,] -8.1790965 -11.3596737 4.011872437 -1.7093534 -10.6772870 10.1104570
[66,] -9.2065411 -10.1316009 4.210040067 -1.0105372 -10.9342144 9.4106258
[67,] -8.8940488 -10.1387382 4.437330163 -0.5295455 -10.1293927 9.6970266
[68,] -10.1619950 -10.1669476 3.398244438 -2.1596125 -10.5762384 10.0145654
[69,] -10.0136560 -8.9132132 3.333121005 -2.8286357 -11.5379411 9.1983124
[70,] -10.0546401 -9.8590720 1.775132044 -2.3323276 -12.0004757 9.6536552
[71,] -8.1924925 -8.9336468 0.611334948 -2.0961522 -11.0428207 9.1141367
[72,] -7.0708172 -9.8629847 -1.526971109 -2.7328330 -10.0167811 7.6811548
[73,] -7.5721926 -9.7408599 -1.175255656 -2.8361188 -8.2549139 7.4663674
[74,] -8.1060737 -9.1778473 -0.260284818 -2.3055951 -7.1972115 7.7779086
[75,] -9.8250009 -8.6361053 0.846205635 0.2911479 -7.5650688 7.9624592
[76,] -9.3442514 -9.4998677 -0.615055294 0.8433403 -7.0469640 7.3896178
[77,] -9.3288643 -9.6767170 -0.885652159 1.9185442 -8.1071486 7.1706142
[78,] -7.9708185 -9.8804275 -0.029512542 1.1783963 -8.2413734 8.1759980
[79,] -7.2367218 -10.0744388 -1.305426260 1.9821874 -9.2430788 8.8885478
[80,] -5.6741726 -8.3447295 -1.607862129 1.2424245 -7.9900555 7.8294302
[81,] -4.3387028 -8.1326960 -1.960705370 1.5587268 -8.0589450 7.7238082
[82,] -4.3629679 -7.6100403 -0.538251450 2.8870967 -8.8562401 8.4262324
[83,] -4.7139813 -6.1476402 -0.783453759 2.6305565 -9.8424417 6.7642844
[84,] -5.4241467 -5.7737748 -0.386436231 2.9063626 -10.6907729 6.9345298
[85,] -5.1321318 -6.6396237 0.148504514 4.0562010 -11.6315112 6.1698403
[86,] -5.9126574 -6.6441845 0.773649694 3.0796562 -12.7433050 6.2953710
[87,] -6.3475620 -7.3586776 0.450833401 2.4159894 -12.8683812 5.2663932
[88,] -4.9725688 -5.3793075 1.206162161 0.5212452 -13.7324549 5.4539581
[89,] -4.4651145 -5.9057100 0.904896765 -0.1866769 -13.4637759 7.1528218
[90,] -5.2695109 -5.9219423 0.680645315 -0.5602189 -15.1989172 8.3414171
[91,] -4.9914451 -6.0759746 -0.475211629 -0.8707559 -16.4612754 7.9621044
[92,] -5.5736534 -7.4492497 -0.705010300 -2.9526767 -17.1143470 6.8994560
[93,] -3.4301671 -7.0157384 0.489372369 -4.7945086 -17.4008901 6.5141096
[94,] -2.2474184 -7.7962274 0.706880756 -4.3448433 -17.9648565 5.6791220
[95,] -1.4906574 -6.5763025 0.673248159 -4.1929385 -17.9810306 5.0331815
[96,] -1.7111661 -5.6717857 -0.287829343 -5.0079976 -17.7113034 2.5361901
[97,] -1.6133944 -5.7629843 0.296393237 -6.3691774 -17.1678858 2.7140301
[98,] -3.7871341 -5.4558617 -0.953472186 -6.3342960 -17.6999544 3.9396405
[99,] -4.2437657 -5.2485640 0.118206622 -4.7433035 -17.3522860 4.2047865
[100,] -2.5478058 -5.3955477 -0.305787058 -5.4930195 -17.5801988 5.8338494
[,7] [,8] [,9] [,10]
[1,] 0.005878691 -0.80629816 -0.499290002 0.6356593
[2,] 0.330698686 0.43025153 -1.056912513 1.7258464
[3,] 0.505549705 1.07473790 0.453387288 1.2734256
[4,] -0.197114818 1.72784287 -0.308374100 2.9415708
[5,] -1.463672408 0.90632010 -0.142841629 3.6518849
[6,] -0.385549042 1.15286022 -0.174362721 3.1945282
[7,] -1.178429211 1.11065987 -0.416198765 3.0186148
[8,] -2.011645258 2.03718850 0.712979249 3.9445892
[9,] -0.566516515 1.67754239 1.279281593 4.9730077
[10,] -1.533893264 1.95253411 1.221191009 3.1766660
[11,] -1.240081158 1.52367473 2.262170983 2.0575667
[12,] -0.917161754 0.37456656 2.536359230 0.4064507
[13,] 0.614378105 0.12051032 2.809592361 0.2321643
[14,] -0.187755622 -0.36889499 2.755797614 -0.5039722
[15,] -0.126695560 0.46573104 2.972149336 0.6503787
[16,] -0.604824999 -0.05674262 3.407002667 2.0893594
[17,] -1.934321718 -0.42732871 2.682672464 3.7627445
[18,] -2.860081505 -1.59296166 3.046248399 1.9554907
[19,] -3.724993767 -4.34904676 2.437800672 2.0384179
[20,] -4.547397984 -4.59085377 2.936381636 0.4772135
[21,] -4.750454617 -2.91466441 3.676985131 1.0448026
[22,] -4.888940618 -2.99272360 2.892623297 2.3420424
[23,] -4.954771074 -4.22981083 2.334187514 2.6011647
[24,] -5.566829426 -3.80039950 3.122785618 2.4465452
[25,] -5.103315588 -1.75288132 2.975938800 2.8324755
[26,] -3.958540388 -3.18433308 1.175346899 2.0473579
[27,] -5.237784248 -1.22907999 -0.717468002 1.9195570
[28,] -5.090335720 -2.62825018 1.629534303 3.8151664
[29,] -5.244411958 -2.77350897 1.177637381 2.8903520
[30,] -5.253118438 -3.26051596 1.734850602 4.1615795
[31,] -5.457927433 -2.24668940 2.169437199 2.7572687
[32,] -4.398309077 -2.74761960 0.960704520 2.6102895
[33,] -6.169710567 -2.61026366 0.519889617 2.3046877
[34,] -6.391334842 -2.36121279 -0.391476224 2.9943884
[35,] -5.796000771 -2.18904572 -1.140698615 2.4892545
[36,] -6.163513366 -1.81420563 -0.960658239 3.7464459
[37,] -6.384051605 -2.35505617 -0.539053317 3.4417993
[38,] -7.296299677 -2.93944573 -2.280730671 1.8799953
[39,] -7.891022154 -3.81880655 -1.677570258 0.6240538
[40,] -7.816722244 -4.97155644 -1.701327922 2.7782597
[41,] -8.465390894 -5.42233056 -2.332975244 2.9398746
[42,] -9.509708579 -5.29068053 -2.046919148 3.6875021
[43,] -11.032685987 -3.65979045 -2.272112145 5.8659959
[44,] -10.616088339 -3.68091286 -3.094978251 5.5603689
[45,] -10.254195163 -3.95006898 -2.689089517 5.8127575
[46,] -11.974966783 -5.22702000 -3.289822004 6.6812338
[47,] -12.153754271 -4.00342879 -5.363480361 5.0029364
[48,] -13.543554729 -4.24141848 -4.623704103 4.1047565
[49,] -13.356757279 -4.70504717 -6.330967969 5.6348769
[50,] -12.893909231 -5.87703665 -6.033435590 5.3332118
[51,] -13.737217305 -7.07793330 -6.375095262 6.4739478
[52,] -12.799981768 -5.65719915 -5.624598004 5.1848833
[53,] -12.761842988 -6.33874422 -6.646641991 5.8316888
[54,] -12.395844706 -5.33279815 -6.074726193 6.0824445
[55,] -11.112330804 -4.55540292 -4.763428552 8.2499693
[56,] -11.514866319 -4.03834512 -4.278723112 10.1794825
[57,] -11.815760442 -4.14945170 -4.915620792 11.0839806
[58,] -11.130156833 -3.20692474 -5.010136720 11.9128070
[59,] -10.268692812 -4.67664387 -4.294950600 11.8819598
[60,] -9.986657464 -6.03780830 -2.019457660 12.5757304
[61,] -9.935060440 -5.58846079 -1.722612100 11.2654312
[62,] -10.094036229 -5.12541983 -1.417531553 9.4540947
[63,] -8.495704365 -5.39675493 0.003933054 10.9990858
[64,] -7.088885848 -6.68180660 -1.046183579 10.4395534
[65,] -8.124739802 -7.63829623 -2.724487509 9.4102650
[66,] -7.997910816 -8.14374695 -2.982782456 10.4539437
[67,] -7.882283247 -6.96722812 -3.558968014 10.8722260
[68,] -7.940312480 -5.91198086 -3.874419610 12.2824719
[69,] -8.245810969 -6.69264578 -6.213001705 11.7510729
[70,] -7.752547573 -6.87954161 -7.424466101 12.4785006
[71,] -7.230334632 -6.20841958 -5.303971658 12.5796617
[72,] -8.168465303 -9.32475684 -5.609928435 12.5755740
[73,] -7.388531559 -10.66482991 -5.656446141 11.5700229
[74,] -7.069388351 -12.22550805 -4.217837550 10.9252850
[75,] -6.753472884 -10.34530823 -3.052592722 9.4480111
[76,] -6.995055782 -11.76158691 -2.471628708 12.6365004
[77,] -6.866121849 -11.21443720 -2.052023807 11.0927233
[78,] -8.385848566 -11.15581761 -1.848546925 9.9477969
[79,] -7.850537654 -11.41183921 -1.191274059 10.0228392
[80,] -6.976055931 -12.92300360 -2.561416605 9.2830971
[81,] -7.037480358 -13.53445715 -1.549462002 10.3160339
[82,] -6.860086554 -13.93776627 -2.108732681 10.6987807
[83,] -6.455509648 -13.99477593 -0.617109990 11.4510258
[84,] -6.975145426 -14.17257249 0.060796070 11.3840311
[85,] -7.841259389 -14.34495425 0.893850988 11.6393704
[86,] -9.015905274 -14.61783806 1.350124151 11.3954836
[87,] -9.595110356 -14.85054573 2.897146271 12.7228630
[88,] -9.404197892 -16.13749413 2.653748213 11.6288235
[89,] -9.248523505 -15.62305403 3.124770979 11.6682746
[90,] -8.482842026 -15.18185582 2.134810986 10.8439617
[91,] -8.445068249 -16.63159189 2.202201137 11.3571575
[92,] -8.290362760 -16.32009279 2.124475435 9.2696869
[93,] -8.517927138 -16.00363329 1.679693597 9.1852023
[94,] -9.250775196 -15.62021913 3.146240056 10.2097447
[95,] -8.979869597 -15.85115449 4.775079756 10.1403442
[96,] -8.540442452 -14.93161857 3.856174403 9.8952153
[97,] -6.965454961 -14.20300738 3.555499743 10.6861659
[98,] -5.457805679 -14.24684431 4.574528276 11.9035785
[99,] -6.183105995 -12.08378992 4.456848975 11.0057259
[100,] -5.919682949 -11.11573960 4.267513297 9.6125180
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.