gen_rw: Generate a random walk without drift
In gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Value
Examples
Description
Generates a random walk without drift.
Usage
1
gen_rw(N, sigma2 = 1)
Arguments
N
An integer for signal length.
sigma2
A double that contains process variance.
Value
grw A vec containing the random walk without drift.
Examples
1
gen_rw(10, 8.2)
gmwm documentation built on April 14, 2017, 4:38 p.m.
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Description Usage Arguments Value Examples
Description
Generates a random walk without drift.
Usage
1 | gen_rw(N, sigma2 = 1)
|
Arguments
N |
An |
sigma2 |
A |
Value
grw A vec containing the random walk without drift.
Examples
1 | gen_rw(10, 8.2)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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