GenerateSeriesToCutoff: GenerateSeriesToCutoff

Description Usage Arguments Value Examples

Description

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)

Usage

1
GenerateSeriesToCutoff(N, mu, sigma, cutoff_point, starting_point)

Arguments

N

Maximum length of series

mu

mean

sigma

variance

cutoff_point

threshold at which to cut series

starting_point

first point in generated series

Value

A vector of points

Examples

1
2
GenerateSeriesToCutoff(100, .01, .005, 200, 100)
GenerateSeriesToCutoff(100, .1, .001, 100, 50)

grieman/grieman documentation built on May 17, 2019, 8:36 a.m.