lamp.stable_rnd_walk | R Documentation |
Calculate the stable random walk. There are 4 types of random walk you can specify: 11. Laplace(0,1). No skewess. 1. Experimental Laplace random walk via Gauss-Laplace transmutation. 22. Normal distribution N(0, sqrt(n))*epsilon. No skewess. 2. Binomial random walk, b*epsilon. This can produce skewness.
lamp.stable_rnd_walk(object, n, b)
object |
an object of lamp class |
n |
numeric, number of items in Levy sums |
b |
numeric, cumulative sum of signs in Levy sums |
numeric, the value of the random walk
Stephen H-T. Lihn
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