Description Usage Arguments Value Examples
This function generates a random series with a set trend, and will cut the series as soon as it crosses a certain threshold. The series, p, is generated as follows: p[i - 1] * exp(rnorm(1, mu, sigma)
1 | GenerateSeriesToCutoff(N, mu, sigma, cutoff_point, starting_point)
|
N |
Maximum length of series |
mu |
mean |
sigma |
variance |
cutoff_point |
threshold at which to cut series |
starting_point |
first point in generated series |
A vector of points
1 2 | GenerateSeriesToCutoff(100, .01, .005, 200, 100)
GenerateSeriesToCutoff(100, .1, .001, 100, 50)
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