random_walk: Simulates a random walk

In mgaldino/line4PPPsim: Simulates Fiscal Impact of Subway PPP in Brazil

Description

Auxiliar function. It computes a random walk, that is used to generate sensibility. In other words, its results are used as themultiplier of real demand. A value os 1.1 means for instance that the demand is 1.1 bigger than projected.

Usage

random_walk(start_value, num_years = 33, mu = 0, sd = 0.05,
  beta = 1)

Arguments

start_value	A number. First point of the series.
num_years	A number
mu	A number
sd	A number
beta	A number. Effect of past step on the next step.

Value

a vector of simulated random walk times series of size equal to num_years

Examples

 random_walk(start_value = 1.3, mu = 0, sd = .05)

mgaldino/line4PPPsim documentation built on May 6, 2019, 7:03 p.m.