gen_dr | R Documentation |
Simulates a Drift Process with a given slope, \omega
.
gen_dr(N, omega = 5)
N |
An |
omega |
A |
A vec
containing the drift.
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.
To generate the Drift process, we first fill a vector
with the \omega
parameter.
After, we take the cumulative sum along the vector.
gen_dr(10, 8.2)
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