gen_dr: Generate a Drift Process

View source: R/RcppExports.R

gen_drR Documentation

Generate a Drift Process

Description

Simulates a Drift Process with a given slope, \omega.

Usage

gen_dr(N, omega = 5)

Arguments

N

An integer for signal length.

omega

A double that contains drift slope

Value

A vec containing the drift.

Process Definition

Drift with parameter \omega \in \Omega where \Omega is in {\rm I\!R}^{+} or {\rm I\!R}^{-}. This process is defined as: X_t = \omega t and is occasionally referred to as Rate Ramp.

Generation Algorithm

To generate the Drift process, we first fill a vector with the \omega parameter. After, we take the cumulative sum along the vector.


simts documentation built on Aug. 31, 2023, 5:07 p.m.