simulate_kendall_rw: Simulate multiple trajectories of Kendall random walk

In mstaniak/kendallRandomPackage: Simulate and Visualize Kendall Random Walks and Related Distributions

Description

Object returned by this has print and plot methods.

Usage

simulate_kendall_rw(number_of_simulations, trajectory_length, step_dist,
  alpha, symmetric = FALSE, ...)

Arguments

number_of_simulations	number of trajectories to generate.
trajectory_length	length of trajectories.
step_dist	function returning random numbers from step dist.
alpha	alpha parameter.
symmetric	If TRUE, random walk on the whole real line will be simulated.
...	parameters for step distribution.

Value

Object of class kendall_simulation. It is a list that consists of

simulation	Tibble with simulation id and simulated values,
step_distribution	Name of the step distribution,
alpha	Value of alpha parameter,
is_symmetric	Logical value indicating if this is a symmetric Kendall R.W.

Examples

kendall_simulations <- simulate_kendall_rw(10, 1000, runif, 0.5)
# Kendall R.W. on positive half-line with uniform step distribution - 10 trajectories.
only_simulations <- kendall_simulations$simulation # tibble with simulated values
kendall_simulations

mstaniak/kendallRandomPackage documentation built on Aug. 26, 2019, 6:18 p.m.